+161.0%
HON vs MSI
+670.1%
-509.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.9% |
| 7D | -0.4% | +7.7% | -8.1% | -3.8% |
| 30D | +8.6% | +19.9% | -11.3% | -0.2% |
| 3M | -0.8% | +14.9% | -15.7% | -7.2% |
| 6M | -0.1% | +37.2% | -37.3% | -14.6% |
| YTD | +12.8% | +40.8% | -28.0% | -5.6% |
| 1Y | +10.4% | +38.1% | -27.7% | -6.8% |
| 3Y | +30.5% | +77.7% | -47.2% | -4.8% |
| 5Y | +15.0% | +129.0% | -114.0% | -27.5% |
| All | +161.0% | +670.1% | -509.1% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling