+159.7%
GILD vs MSI
+605.3%
-445.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | -0.8% | +6.5% | +6.0% |
| 3M | +14.9% | +13.9% | +1.0% | +11.0% |
| 6M | -0.4% | +1.3% | -1.7% | -1.1% |
| YTD | +18.5% | +22.3% | -3.8% | +11.9% |
| 1Y | +25.1% | -3.9% | +29.0% | +25.7% |
| 3Y | +105.9% | +69.9% | +36.0% | +75.3% |
| 5Y | +143.0% | +103.8% | +39.2% | +94.7% |
| All | +159.7% | +605.3% | -445.5% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling