+132.3%
HON vs MSI
+605.3%
-473.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -13.8% | -0.8% | -13.0% | -13.6% |
| 3M | -11.7% | +13.9% | -25.6% | -17.5% |
| 6M | -18.7% | +1.3% | -20.1% | -20.2% |
| YTD | +0.2% | +22.3% | -22.1% | -10.3% |
| 1Y | -3.1% | -3.9% | +0.8% | -2.7% |
| 3Y | +17.0% | +69.9% | -52.9% | -13.1% |
| 5Y | +2.0% | +103.8% | -101.8% | -32.0% |
| All | +132.3% | +605.3% | -473.0% | +0.3% |
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