+232.0%
GLW vs MSI
+124.3%
+107.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +7.5% | +3.2% | +4.2% | +6.4% |
| 30D | -19.0% | +17.6% | -36.6% | -23.8% |
| 3M | -27.9% | +14.5% | -42.4% | -31.8% |
| 6M | -44.6% | +34.3% | -78.8% | -51.4% |
| YTD | +31.0% | +39.7% | -8.7% | +12.4% |
| 1Y | +39.7% | +40.2% | -0.4% | +19.7% |
| 3Y | +338.2% | +77.1% | +261.1% | +231.5% |
| All | +232.0% | +124.3% | +107.7% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling