+212.6%
GLW vs MSI
+118.7%
+93.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -13.9% | +4.7% | -18.6% | -15.5% |
| 30D | -35.0% | +14.8% | -49.8% | -38.4% |
| 3M | -32.4% | +8.8% | -41.2% | -34.8% |
| 6M | -41.3% | +19.3% | -60.7% | -46.3% |
| YTD | +21.8% | +35.3% | -13.5% | +5.6% |
| 1Y | +21.8% | +33.8% | -11.9% | +6.2% |
| 3Y | +307.7% | +74.4% | +233.2% | +208.8% |
| All | +212.6% | +118.7% | +93.9% | +101.4% |
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