+334.7%
INTC vs MSI
-2.5%
+337.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.4% |
| 7D | +18.0% | -4.0% | +22.0% | +15.8% |
| 30D | +8.9% | -0.5% | +9.4% | +9.0% |
| 3M | -1.6% | +11.4% | -13.0% | +4.5% |
| 6M | +133.1% | +1.0% | +132.1% | +143.2% |
| YTD | +187.9% | +20.7% | +167.3% | +209.9% |
| 1Y | +334.7% | -2.7% | +337.4% | +308.6% |
| All | +334.7% | -2.5% | +337.2% | +308.6% |
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