+99.2%
GOOG vs MSI
+126.2%
-27.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +4.8% | +2.6% | +2.2% | +3.8% |
| 30D | -15.5% | +18.1% | -33.6% | -21.1% |
| 3M | -13.7% | +13.2% | -26.9% | -18.1% |
| 6M | -23.0% | +36.3% | -59.2% | -32.8% |
| YTD | -5.7% | +39.5% | -45.2% | -19.7% |
| 1Y | +3.0% | +36.9% | -33.9% | -11.5% |
| 3Y | +122.4% | +76.1% | +46.3% | +55.9% |
| 5Y | +99.2% | +123.7% | -24.5% | +14.1% |
| All | +99.2% | +126.2% | -27.0% | +14.1% |
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 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