+375.3%
DELL vs MSI
+76.3%
+299.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -18.1% | +7.4% | -25.5% | -18.2% |
| 30D | -42.9% | +18.7% | -61.6% | -43.3% |
| 3M | -26.9% | +14.5% | -41.3% | -27.4% |
| 6M | +28.8% | +38.1% | -9.3% | +22.6% |
| YTD | +168.4% | +38.7% | +129.7% | +148.4% |
| 1Y | +136.8% | +35.4% | +101.4% | +121.8% |
| 3Y | +375.3% | +75.1% | +300.2% | +238.7% |
| All | +375.3% | +76.3% | +299.0% | +238.7% |
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