+111.7%
INTC vs MSI
+100.4%
+11.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.1% | +9.4% |
| 7D | +17.4% | -5.8% | +23.2% | +19.4% |
| 30D | +2.8% | -1.0% | +3.8% | +2.8% |
| 3M | -5.3% | +14.2% | -19.4% | -10.0% |
| 6M | +140.6% | +1.0% | +139.6% | +137.7% |
| YTD | +183.1% | +21.5% | +161.7% | +154.3% |
| 1Y | +326.8% | -2.1% | +328.9% | +325.3% |
| 3Y | +179.4% | +69.3% | +110.1% | +98.0% |
| 5Y | +111.7% | +99.3% | +12.4% | +31.9% |
| All | +111.7% | +100.4% | +11.3% | +31.9% |
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 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