+410.2%
GLW vs MSI
+70.3%
+339.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +3.8% | -3.7% | +7.5% | +4.9% |
| 30D | -1.3% | +6.8% | -8.2% | -3.8% |
| 3M | -21.8% | +14.3% | -36.1% | -26.0% |
| 6M | +6.9% | -1.6% | +8.5% | +7.6% |
| YTD | +77.2% | +22.8% | +54.4% | +62.6% |
| 1Y | +123.2% | -1.1% | +124.3% | +123.5% |
| All | +410.2% | +70.3% | +339.9% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling