+54.8%
EBAY vs MSI
+97.7%
-42.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -3.0% | -4.0% | +1.0% | -1.4% |
| 30D | -3.6% | -0.5% | -3.2% | -3.6% |
| 3M | -4.4% | +11.4% | -15.8% | -9.0% |
| 6M | +12.1% | +1.0% | +11.1% | +10.8% |
| YTD | +19.9% | +20.7% | -0.7% | +8.5% |
| 1Y | +13.4% | -2.7% | +16.1% | +13.6% |
| 3Y | +150.5% | +68.2% | +82.3% | +79.2% |
| 5Y | +54.8% | +100.0% | -45.1% | -4.1% |
| All | +54.8% | +97.7% | -42.9% | -4.1% |
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