+128.8%
GOOG vs MSI
+97.7%
+31.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.6% | -4.0% | +2.4% | +0.1% |
| 30D | -7.7% | -0.5% | -7.2% | -7.6% |
| 3M | -9.3% | +11.4% | -20.7% | -13.9% |
| 6M | +7.4% | +1.0% | +6.5% | +6.1% |
| YTD | +4.9% | +20.7% | -15.8% | -5.3% |
| 1Y | +37.2% | -2.7% | +39.9% | +37.5% |
| 3Y | +141.6% | +68.2% | +73.4% | +67.5% |
| 5Y | +128.8% | +100.0% | +28.8% | +35.4% |
| All | +128.8% | +97.7% | +31.0% | +35.4% |
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