+1,106.2%
DELL vs MSI
+97.7%
+1,008.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +8.7% | -4.0% | +12.7% | +10.2% |
| 30D | +16.9% | -0.5% | +17.3% | +16.6% |
| 3M | +40.4% | +11.4% | +29.0% | +33.2% |
| 6M | +267.1% | +1.0% | +266.1% | +260.5% |
| YTD | +329.1% | +20.7% | +308.4% | +282.8% |
| 1Y | +346.9% | -2.7% | +349.6% | +346.7% |
| 3Y | +696.6% | +68.2% | +628.4% | +464.5% |
| 5Y | +1,106.2% | +100.0% | +1,006.2% | +664.4% |
| All | +1,106.2% | +97.7% | +1,008.5% | +664.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling