+131.6%
IBM vs MSI
+590.9%
-459.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.3% | -5.8% | +6.1% | +2.5% |
| 30D | -1.5% | -1.0% | -0.5% | -1.2% |
| 3M | -16.8% | +14.2% | -30.9% | -20.8% |
| 6M | -9.0% | +1.0% | -10.1% | -9.8% |
| YTD | -20.1% | +21.5% | -41.5% | -26.5% |
| 1Y | -7.0% | -2.1% | -4.9% | -7.3% |
| 3Y | +72.4% | +69.3% | +3.1% | +36.2% |
| 5Y | +112.0% | +99.3% | +12.7% | +53.4% |
| 10Y | +131.6% | +595.0% | -463.5% | +17.1% |
| All | +131.6% | +590.9% | -459.4% | +17.1% |
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