+16,404.6%
EBAY vs MSI
+1,233.7%
+15,170.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.9% | +3.2% | -4.1% | -2.2% |
| 30D | +3.5% | +17.6% | -14.1% | -3.4% |
| 3M | +16.0% | +14.5% | +1.5% | +9.4% |
| 6M | +7.6% | +34.3% | -26.6% | -5.5% |
| YTD | +40.1% | +39.7% | +0.4% | +19.8% |
| 1Y | +45.0% | +40.2% | +4.9% | +23.8% |
| 3Y | +228.1% | +77.1% | +151.0% | +150.1% |
| 5Y | +78.6% | +124.0% | -45.4% | +22.5% |
| 10Y | +378.8% | +665.5% | -286.7% | +86.8% |
| All | +16,404.6% | +1,233.7% | +15,170.9% | +2,569.0% |
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