+702.3%
GOOG vs MSI
+664.3%
+38.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +3.0% | +3.2% | -0.2% | +1.6% |
| 30D | -14.9% | +17.6% | -32.5% | -21.0% |
| 3M | -14.9% | +14.5% | -29.4% | -20.2% |
| 6M | -26.6% | +34.3% | -60.9% | -36.3% |
| YTD | -6.6% | +39.7% | -46.3% | -21.3% |
| 1Y | +5.1% | +40.2% | -35.1% | -11.7% |
| 3Y | +121.0% | +77.1% | +43.8% | +59.8% |
| 5Y | +97.3% | +124.0% | -26.7% | +24.4% |
| All | +702.3% | +664.3% | +38.0% | +198.8% |
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