+40.7%
ILMN vs MSI
+70.3%
-29.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +1.2% | -3.7% | +4.9% | +1.4% |
| 30D | +9.2% | +6.8% | +2.4% | +8.7% |
| 3M | +29.8% | +14.3% | +15.5% | +28.5% |
| 6M | +69.2% | -1.6% | +70.8% | +69.3% |
| YTD | +66.4% | +22.8% | +43.6% | +63.5% |
| 1Y | +123.4% | -1.1% | +124.5% | +129.1% |
| All | +40.7% | +70.3% | -29.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling