+14,014.6%
EBAY vs MSI
+1,072.1%
+12,942.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -2.1% | -3.7% | +1.6% | -0.6% |
| 30D | -6.7% | +6.8% | -13.5% | -9.5% |
| 3M | -5.0% | +14.3% | -19.3% | -10.5% |
| 6M | +14.6% | -1.6% | +16.2% | +14.1% |
| YTD | +19.8% | +22.8% | -3.0% | +8.3% |
| 1Y | +12.6% | -1.1% | +13.7% | +11.1% |
| 3Y | +141.0% | +70.5% | +70.5% | +86.6% |
| 5Y | +47.5% | +102.8% | -55.3% | +5.6% |
| 10Y | +263.3% | +597.4% | -334.1% | +47.4% |
| All | +14,014.6% | +1,072.1% | +12,942.5% | +2,311.9% |
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