+93.9%
ILMN vs MSI
+28.6%
+65.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.8% |
| 7D | -21.6% | +2.8% | -24.4% | -21.3% |
| 30D | -22.9% | +9.1% | -32.0% | -22.2% |
| 3M | +11.6% | +12.5% | -0.9% | +12.8% |
| 6M | +62.5% | +14.2% | +48.3% | +63.9% |
| YTD | +72.7% | +30.7% | +42.0% | +87.2% |
| 1Y | +93.9% | +27.5% | +66.3% | +116.8% |
| All | +93.9% | +28.6% | +65.3% | +116.8% |
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