+40.0%
GLW vs MSI
+37.5%
+2.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +7.7% | +3.2% | +4.5% | +8.0% |
| 30D | -18.8% | +17.6% | -36.4% | -18.3% |
| 3M | -27.7% | +14.5% | -42.3% | -27.2% |
| 6M | -44.4% | +34.3% | -78.7% | -46.4% |
| YTD | +31.3% | +39.7% | -8.4% | +28.2% |
| 1Y | +40.0% | +40.2% | -0.1% | +41.6% |
| All | +40.0% | +37.5% | +2.5% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling