+82.5%
JNJ vs MSI
+69.3%
+13.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -0.8% | -5.8% | +5.0% | +0.1% |
| 30D | +4.3% | -1.0% | +5.3% | +4.4% |
| 3M | +16.5% | +14.2% | +2.3% | +14.2% |
| 6M | +13.1% | +1.0% | +12.1% | +12.5% |
| YTD | +32.1% | +21.5% | +10.7% | +28.3% |
| 1Y | +54.5% | -2.1% | +56.6% | +54.3% |
| 3Y | +82.5% | +69.3% | +13.2% | +62.1% |
| All | +82.5% | +69.3% | +13.3% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling