+6,143.4%
HON vs MSI
+4,571.4%
+1,572.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.9% | +7.4% | -5.5% | -0.2% |
| 30D | +9.9% | +18.7% | -8.9% | +4.7% |
| 3M | -5.8% | +14.5% | -20.2% | -9.4% |
| 6M | +3.0% | +38.1% | -35.1% | -6.3% |
| YTD | +13.1% | +38.7% | -25.7% | +2.4% |
| 1Y | +13.2% | +35.4% | -22.2% | +3.2% |
| 3Y | +30.8% | +75.1% | -44.3% | +10.4% |
| 5Y | +13.0% | +126.4% | -113.4% | -11.5% |
| 10Y | +161.3% | +671.4% | -510.1% | +47.7% |
| All | +6,143.4% | +4,571.4% | +1,572.0% | +1,677.3% |
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 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