+694.6%
DELL vs MSI
+69.3%
+625.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.0% |
| 7D | +25.6% | -5.8% | +31.4% | +26.3% |
| 30D | +17.7% | -1.0% | +18.6% | +17.5% |
| 3M | +33.4% | +14.2% | +19.3% | +29.4% |
| 6M | +266.2% | +1.0% | +265.2% | +267.5% |
| YTD | +328.0% | +21.5% | +306.5% | +297.0% |
| 1Y | +339.6% | -2.1% | +341.7% | +350.9% |
| 3Y | +694.6% | +69.3% | +625.3% | +493.0% |
| All | +694.6% | +69.3% | +625.3% | +493.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling