+100.9%
JNJ vs MSI
+124.3%
-23.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +3.2% | +0.2% | +2.9% |
| 30D | +12.5% | +17.6% | -5.1% | +9.4% |
| 3M | +9.6% | +14.5% | -5.0% | +7.0% |
| 6M | +25.3% | +34.3% | -8.9% | +18.9% |
| YTD | +40.3% | +39.7% | +0.6% | +31.8% |
| 1Y | +49.6% | +40.2% | +9.5% | +40.5% |
| 3Y | +110.8% | +77.1% | +33.6% | +86.1% |
| All | +100.9% | +124.3% | -23.4% | +66.2% |
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