+38.3%
GOOGL vs MSI
-2.5%
+40.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -1.9% | -4.0% | +2.1% | -1.5% |
| 30D | -7.5% | -0.5% | -7.0% | -7.5% |
| 3M | -9.2% | +11.4% | -20.6% | -10.2% |
| 6M | +8.1% | +1.0% | +7.1% | +7.3% |
| YTD | +5.8% | +20.7% | -14.8% | +4.9% |
| 1Y | +38.3% | -2.7% | +41.0% | +40.6% |
| All | +38.3% | -2.5% | +40.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling