+51.2%
INTC vs MSI
+36.5%
+14.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.2% |
| 7D | -4.0% | +7.4% | -11.4% | +0.5% |
| 30D | -44.5% | +18.7% | -63.2% | -38.4% |
| 3M | -40.4% | +14.5% | -54.8% | -34.8% |
| 6M | -53.5% | +38.1% | -91.6% | -44.1% |
| YTD | +57.5% | +38.7% | +18.8% | +74.1% |
| 1Y | +51.2% | +35.4% | +15.8% | +100.7% |
| All | +51.2% | +36.5% | +14.6% | +100.7% |
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 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