+11,908.8%
GOOGL vs MSI
+1,189.8%
+10,719.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +5.7% | +2.6% | +3.1% | +4.7% |
| 30D | -15.6% | +18.1% | -33.7% | -21.0% |
| 3M | -13.0% | +13.2% | -26.2% | -17.3% |
| 6M | -22.8% | +36.3% | -59.1% | -31.9% |
| YTD | -4.4% | +39.5% | -43.9% | -17.1% |
| 1Y | +4.5% | +36.9% | -32.4% | -8.8% |
| 3Y | +127.4% | +76.1% | +51.3% | +76.9% |
| 5Y | +102.8% | +123.7% | -20.9% | +42.9% |
| 10Y | +681.5% | +664.3% | +17.1% | +243.4% |
| All | +11,908.8% | +1,189.8% | +10,719.0% | +3,288.8% |
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