+9,018.2%
JNJ vs MSI
+4,605.3%
+4,412.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +3.2% | +0.2% | +3.0% |
| 30D | +12.5% | +17.6% | -5.1% | +10.3% |
| 3M | +9.6% | +14.5% | -5.0% | +7.7% |
| 6M | +25.3% | +34.3% | -8.9% | +20.6% |
| YTD | +40.3% | +39.7% | +0.6% | +34.1% |
| 1Y | +49.6% | +40.2% | +9.5% | +43.0% |
| 3Y | +110.8% | +77.1% | +33.6% | +94.7% |
| 5Y | +99.1% | +124.0% | -24.9% | +77.6% |
| 10Y | +216.6% | +665.5% | -448.9% | +143.3% |
| All | +9,018.2% | +4,605.3% | +4,412.9% | +3,552.3% |
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