-45.5%
ILMN vs MSI
+118.7%
-164.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.6% |
| 7D | -9.7% | +4.7% | -14.4% | -11.3% |
| 30D | -20.4% | +14.8% | -35.2% | -24.5% |
| 3M | +10.0% | +8.8% | +1.2% | +6.2% |
| 6M | +49.5% | +19.3% | +30.2% | +37.8% |
| YTD | +62.5% | +35.3% | +27.2% | +40.5% |
| 1Y | +76.0% | +33.8% | +42.2% | +52.8% |
| 3Y | +94.2% | +74.4% | +19.7% | +31.8% |
| All | -45.5% | +118.7% | -164.2% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling