+32.3%
ILMN vs MSI
+595.6%
-563.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +1.2% | -3.7% | +4.9% | +2.8% |
| 30D | +9.2% | +6.8% | +2.4% | +5.6% |
| 3M | +29.8% | +14.3% | +15.5% | +21.7% |
| 6M | +69.2% | -1.6% | +70.8% | +68.5% |
| YTD | +66.4% | +22.8% | +43.6% | +48.7% |
| 1Y | +123.4% | -1.1% | +124.5% | +120.2% |
| 3Y | +33.2% | +70.5% | -37.3% | -3.9% |
| 5Y | -52.0% | +102.8% | -154.8% | -68.8% |
| All | +32.3% | +595.6% | -563.3% | -49.1% |
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