+13,507.3%
GOOGL vs MSI
+1,035.2%
+12,472.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.3% | -3.7% | +1.4% | -0.9% |
| 30D | -6.6% | +6.8% | -13.4% | -9.2% |
| 3M | -8.9% | +14.3% | -23.2% | -13.9% |
| 6M | +11.9% | -1.6% | +13.4% | +11.5% |
| YTD | +8.3% | +22.8% | -14.4% | -1.1% |
| 1Y | +46.2% | -1.1% | +47.3% | +44.6% |
| 3Y | +151.9% | +70.5% | +81.4% | +98.5% |
| 5Y | +137.7% | +102.8% | +34.9% | +74.4% |
| 10Y | +757.6% | +597.4% | +160.1% | +291.3% |
| All | +13,507.3% | +1,035.2% | +12,472.1% | +3,942.8% |
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