+4,404.4%
DELL vs MSI
+605.3%
+3,799.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.8% |
| 7D | +8.2% | -0.4% | +8.6% | +8.4% |
| 30D | +17.1% | -0.8% | +17.8% | +17.0% |
| 3M | +45.2% | +13.9% | +31.2% | +35.1% |
| 6M | +286.8% | +1.3% | +285.4% | +276.0% |
| YTD | +354.8% | +22.3% | +332.5% | +299.9% |
| 1Y | +358.3% | -3.9% | +362.1% | +354.9% |
| 3Y | +724.9% | +69.9% | +655.0% | +496.2% |
| 5Y | +1,193.7% | +103.8% | +1,089.9% | +738.7% |
| All | +4,404.4% | +605.3% | +3,799.2% | +1,658.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling