+436.6%
GE vs MSI
+103.4%
+333.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -1.6% | -3.7% | +2.1% | 0.0% |
| 30D | -11.6% | +6.8% | -18.4% | -14.5% |
| 3M | +3.0% | +14.3% | -11.3% | -3.7% |
| 6M | -0.5% | -1.6% | +1.0% | -0.5% |
| YTD | +9.7% | +22.8% | -13.1% | -1.9% |
| 1Y | +20.0% | -1.1% | +21.1% | +19.6% |
| 3Y | +275.8% | +70.5% | +205.4% | +180.6% |
| All | +436.6% | +103.4% | +333.2% | +257.0% |
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 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