+82.7%
JNJ vs MSI
+97.7%
-15.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.0% | -4.0% | +1.0% | -2.3% |
| 30D | +2.5% | -0.5% | +3.0% | +2.6% |
| 3M | +13.2% | +11.4% | +1.8% | +11.0% |
| 6M | +11.3% | +1.0% | +10.3% | +10.7% |
| YTD | +31.1% | +20.7% | +10.5% | +26.4% |
| 1Y | +54.3% | -2.7% | +57.0% | +54.4% |
| 3Y | +81.1% | +68.2% | +12.9% | +60.8% |
| 5Y | +82.7% | +100.0% | -17.2% | +54.8% |
| All | +82.7% | +97.7% | -15.0% | +54.8% |
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