+193.4%
JNJ vs MSI
+601.8%
-408.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | -4.3% | -1.8% | -2.6% | -3.9% |
| 30D | +3.0% | -0.6% | +3.7% | +3.2% |
| 3M | +12.2% | +13.0% | -0.8% | +8.5% |
| 6M | +10.5% | +0.5% | +9.9% | +9.8% |
| YTD | +30.8% | +21.7% | +9.1% | +23.3% |
| 1Y | +54.9% | -2.6% | +57.5% | +54.9% |
| 3Y | +80.7% | +69.7% | +11.0% | +51.7% |
| 5Y | +83.4% | +102.8% | -19.4% | +43.6% |
| All | +193.4% | +601.8% | -408.5% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling