+542.4%
GLW vs MSI
+689.5%
-147.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.6% | +6.6% | +7.9% |
| 7D | -5.9% | +8.3% | -14.2% | -10.0% |
| 30D | -26.0% | +18.9% | -44.9% | -32.7% |
| 3M | -29.9% | +13.2% | -43.1% | -35.0% |
| 6M | -37.8% | +38.3% | -76.0% | -49.0% |
| YTD | +33.1% | +38.9% | -5.7% | +8.1% |
| 1Y | +36.8% | +36.7% | +0.1% | +12.2% |
| 3Y | +356.1% | +76.6% | +279.5% | +214.2% |
| 5Y | +243.8% | +124.5% | +119.3% | +99.2% |
| 10Y | +542.4% | +674.5% | -132.1% | +87.0% |
| All | +542.4% | +689.5% | -147.1% | +87.0% |
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