+98.9%
GOOGL vs MSI
+125.1%
-26.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.6% | +7.4% | -4.8% | -0.3% |
| 30D | -18.3% | +18.7% | -37.0% | -23.9% |
| 3M | -19.6% | +14.5% | -34.0% | -24.1% |
| 6M | -28.2% | +38.1% | -66.3% | -37.8% |
| YTD | -8.0% | +38.7% | -46.7% | -21.5% |
| 1Y | -0.7% | +35.4% | -36.1% | -14.3% |
| 3Y | +118.8% | +75.1% | +43.7% | +53.6% |
| 5Y | +98.9% | +126.4% | -27.5% | +13.1% |
| All | +98.9% | +125.1% | -26.3% | +13.1% |
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