+4,681.2%
DELL vs MSI
+620.9%
+4,060.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +14.9% | -3.7% | +18.6% | +16.5% |
| 30D | +13.3% | +6.8% | +6.5% | +9.0% |
| 3M | +24.4% | +14.3% | +10.1% | +15.5% |
| 6M | +258.0% | -1.6% | +259.6% | +253.3% |
| YTD | +320.2% | +22.8% | +297.4% | +269.0% |
| 1Y | +319.1% | -1.1% | +320.2% | +310.1% |
| 3Y | +706.5% | +70.5% | +636.1% | +482.4% |
| 5Y | +1,071.9% | +102.8% | +969.1% | +662.4% |
| 10Y | +4,683.5% | +597.4% | +4,086.1% | +1,798.1% |
| All | +4,681.2% | +620.9% | +4,060.3% | +1,774.7% |
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