+140.7%
GOOG vs MSI
+68.0%
+72.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -1.6% | -4.0% | +2.4% | -0.7% |
| 30D | -7.7% | -0.5% | -7.2% | -7.6% |
| 3M | -9.3% | +11.4% | -20.7% | -11.6% |
| 6M | +7.4% | +1.0% | +6.5% | +6.9% |
| YTD | +4.9% | +20.7% | -15.8% | -0.2% |
| 1Y | +37.2% | -2.7% | +39.9% | +38.3% |
| All | +140.7% | +68.0% | +72.6% | +86.1% |
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