+5,634.3%
HON vs MSI
+4,035.2%
+1,599.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | -3.6% | -3.7% | +0.1% | -2.6% |
| 30D | -15.3% | +6.8% | -22.1% | -17.0% |
| 3M | -7.9% | +14.3% | -22.2% | -11.6% |
| 6M | -18.1% | -1.6% | -16.5% | -18.2% |
| YTD | +3.8% | +22.8% | -19.0% | -2.6% |
| 1Y | +0.5% | -1.1% | +1.6% | -0.1% |
| 3Y | +19.8% | +70.5% | -50.7% | +1.9% |
| 5Y | +2.9% | +102.8% | -99.9% | -16.9% |
| 10Y | +134.6% | +597.4% | -462.8% | +36.5% |
| All | +5,634.3% | +4,035.2% | +1,599.1% | +1,589.9% |
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