+9,863.9%
INTC vs MSI
+4,640.9%
+5,223.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +6.9% |
| 7D | +7.3% | +7.7% | -0.4% | +3.6% |
| 30D | -38.3% | +19.9% | -58.2% | -43.4% |
| 3M | -36.0% | +14.9% | -51.0% | -40.4% |
| 6M | -51.7% | +37.2% | -89.0% | -58.9% |
| YTD | +69.4% | +40.8% | +28.6% | +39.9% |
| 1Y | +65.0% | +38.1% | +26.9% | +37.6% |
| 3Y | +63.0% | +77.7% | -14.7% | +19.1% |
| 5Y | +33.4% | +129.0% | -95.7% | -13.9% |
| 10Y | +121.2% | +671.3% | -550.1% | -20.6% |
| All | +9,863.9% | +4,640.9% | +5,223.1% | +689.1% |
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