+149.9%
IBM vs MSI
+689.5%
-539.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -0.5% |
| 7D | -2.5% | +8.3% | -10.9% | -5.5% |
| 30D | +8.4% | +18.9% | -10.5% | +1.5% |
| 3M | +4.5% | +13.2% | -8.7% | -0.4% |
| 6M | +7.9% | +38.3% | -30.4% | -4.5% |
| YTD | -15.2% | +38.9% | -54.1% | -25.9% |
| 1Y | -17.6% | +36.7% | -54.3% | -27.6% |
| 3Y | +82.1% | +76.6% | +5.5% | +42.1% |
| 5Y | +143.3% | +124.5% | +18.9% | +68.7% |
| 10Y | +149.9% | +674.5% | -524.6% | +15.9% |
| All | +149.9% | +689.5% | -539.6% | +15.9% |
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 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