+149.6%
IBM vs MSI
+676.2%
-526.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.0% | +4.7% | -9.6% | -6.6% |
| 30D | +11.1% | +14.8% | -3.7% | +5.5% |
| 3M | +5.7% | +8.8% | -3.1% | +2.3% |
| 6M | +10.1% | +19.3% | -9.2% | +2.5% |
| YTD | -15.6% | +35.3% | -50.9% | -25.5% |
| 1Y | -19.5% | +33.8% | -53.3% | -28.7% |
| 3Y | +80.4% | +74.4% | +6.0% | +41.3% |
| 5Y | +140.0% | +120.5% | +19.5% | +67.4% |
| All | +149.6% | +676.2% | -526.6% | +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