-8.1%
IBM vs MSI
-1.9%
-6.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.3% | -5.8% | +6.1% | +1.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.4% |
| 3M | -16.8% | +14.2% | -30.9% | -18.4% |
| 6M | -9.0% | +1.0% | -10.1% | -11.5% |
| YTD | -20.1% | +21.5% | -41.5% | -22.2% |
| All | -8.1% | -1.9% | -6.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling