+13,444.1%
GOOG vs MSI
+1,035.2%
+12,408.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | -3.7% | +1.5% | -0.8% |
| 30D | -6.8% | +6.8% | -13.7% | -9.4% |
| 3M | -9.1% | +14.3% | -23.4% | -14.0% |
| 6M | +10.7% | -1.6% | +12.3% | +10.4% |
| YTD | +7.1% | +22.8% | -15.7% | -2.3% |
| 1Y | +44.6% | -1.1% | +45.7% | +43.1% |
| 3Y | +147.4% | +70.5% | +77.0% | +95.0% |
| 5Y | +133.8% | +102.8% | +31.0% | +71.6% |
| 10Y | +777.5% | +597.4% | +180.1% | +300.5% |
| All | +13,444.1% | +1,035.2% | +12,408.9% | +3,924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling