+3,313.5%
DELL vs MSI
+726.5%
+2,587.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.5% | +10.3% | +11.1% |
| 7D | +0.4% | +7.7% | -7.3% | -2.9% |
| 30D | -35.1% | +19.9% | -55.0% | -40.2% |
| 3M | -15.1% | +14.9% | -30.1% | -20.7% |
| 6M | +51.7% | +37.2% | +14.5% | +29.2% |
| YTD | +200.0% | +40.8% | +159.2% | +147.3% |
| 1Y | +172.1% | +38.1% | +134.0% | +126.5% |
| 3Y | +431.2% | +77.7% | +353.5% | +279.5% |
| 5Y | +633.1% | +129.0% | +504.1% | +352.4% |
| 10Y | +2,886.3% | +671.3% | +2,215.1% | +994.7% |
| All | +3,313.5% | +726.5% | +2,587.0% | +1,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling