+6,012.9%
HON vs MSI
+4,598.2%
+1,414.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +3.6% | +2.6% | +1.0% | +2.8% |
| 30D | +7.8% | +18.1% | -10.3% | +2.9% |
| 3M | -4.8% | +13.2% | -18.0% | -8.1% |
| 6M | -1.7% | +36.3% | -38.0% | -10.2% |
| YTD | +10.7% | +39.5% | -28.8% | +0.1% |
| 1Y | +7.8% | +36.9% | -29.1% | -2.1% |
| 3Y | +28.1% | +76.1% | -48.0% | +8.0% |
| 5Y | +12.2% | +123.7% | -111.5% | -11.9% |
| 10Y | +155.7% | +664.3% | -508.6% | +44.8% |
| All | +6,012.9% | +4,598.2% | +1,414.8% | +1,637.4% |
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