+767.4%
GOOG vs MSI
+601.8%
+165.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -1.7% |
| 30D | -3.6% | -0.6% | -3.0% | -3.5% |
| 3M | -6.4% | +13.0% | -19.5% | -11.9% |
| 6M | +7.8% | +0.5% | +7.3% | +6.4% |
| YTD | +5.5% | +21.7% | -16.2% | -5.2% |
| 1Y | +38.3% | -2.6% | +40.9% | +37.7% |
| 3Y | +143.1% | +69.7% | +73.4% | +78.7% |
| 5Y | +135.0% | +102.8% | +32.2% | +55.7% |
| All | +767.4% | +601.8% | +165.6% | +253.0% |
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