+15,172.7%
INTC vs MSI
+4,035.2%
+11,137.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.9% |
| 7D | +7.1% | -3.7% | +10.8% | +8.8% |
| 30D | -5.2% | +6.8% | -12.0% | -8.5% |
| 3M | -14.3% | +14.3% | -28.6% | -20.2% |
| 6M | +110.2% | -1.6% | +111.8% | +106.5% |
| YTD | +159.6% | +22.8% | +136.8% | +129.4% |
| 1Y | +289.3% | -1.1% | +290.4% | +277.8% |
| 3Y | +166.1% | +70.5% | +95.6% | +98.6% |
| 5Y | +94.4% | +102.8% | -8.4% | +33.0% |
| 10Y | +227.7% | +597.4% | -369.7% | +23.5% |
| All | +15,172.7% | +4,035.2% | +11,137.5% | +1,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling