+769.5%
GLW vs MSI
+595.6%
+173.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.2% |
| 7D | +3.8% | -3.7% | +7.5% | +5.8% |
| 30D | -1.3% | +6.8% | -8.2% | -5.4% |
| 3M | -21.8% | +14.3% | -36.1% | -28.3% |
| 6M | +6.9% | -1.6% | +8.5% | +6.0% |
| YTD | +77.2% | +22.8% | +54.4% | +54.8% |
| 1Y | +123.2% | -1.1% | +124.3% | +119.7% |
| 3Y | +400.0% | +70.5% | +329.5% | +250.9% |
| 5Y | +342.8% | +102.8% | +240.0% | +172.1% |
| All | +769.5% | +595.6% | +173.8% | +189.0% |
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 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