+66.1%
INTC vs MSI
+37.5%
+28.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | +6.0% | +3.2% | +2.8% | +8.0% |
| 30D | -39.2% | +17.6% | -56.8% | -32.6% |
| 3M | -42.9% | +14.5% | -57.5% | -37.3% |
| 6M | -50.4% | +34.3% | -84.7% | -40.4% |
| YTD | +61.7% | +39.7% | +22.0% | +87.6% |
| 1Y | +66.1% | +40.2% | +26.0% | +117.9% |
| All | +66.1% | +37.5% | +28.6% | +117.9% |
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