+155.8%
HON vs MSI
+664.3%
-508.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.4% | +3.2% | -1.8% | 0.0% |
| 30D | +7.5% | +17.6% | -10.1% | -0.3% |
| 3M | -4.3% | +14.5% | -18.9% | -10.4% |
| 6M | -1.5% | +34.3% | -35.8% | -14.9% |
| YTD | +10.5% | +39.7% | -29.2% | -7.1% |
| 1Y | +8.5% | +40.2% | -31.6% | -9.0% |
| 3Y | +28.0% | +77.1% | -49.1% | -6.4% |
| 5Y | +12.0% | +124.0% | -112.0% | -28.6% |
| All | +155.8% | +664.3% | -508.5% | +1.5% |
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