+521.8%
GLW vs MSI
+670.3%
-148.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -11.1% | +7.4% | -18.5% | -14.6% |
| 30D | -28.4% | +18.7% | -47.2% | -34.9% |
| 3M | -28.8% | +14.5% | -43.2% | -34.4% |
| 6M | -39.8% | +38.1% | -77.9% | -50.6% |
| YTD | +28.7% | +38.7% | -10.0% | +4.6% |
| 1Y | +27.7% | +35.4% | -7.7% | +5.2% |
| 3Y | +331.3% | +75.1% | +256.2% | +198.6% |
| 5Y | +233.4% | +126.4% | +107.1% | +92.2% |
| 10Y | +521.8% | +671.4% | -149.6% | +81.0% |
| All | +521.8% | +670.3% | -148.6% | +81.0% |
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