+38.7%
KMB vs MSI
+689.5%
-650.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.6% |
| 7D | +3.4% | +8.3% | -4.9% | +1.3% |
| 30D | +14.7% | +18.9% | -4.2% | +9.9% |
| 3M | +3.3% | +13.2% | -9.9% | +0.1% |
| 6M | +16.8% | +38.3% | -21.5% | +7.4% |
| YTD | +15.2% | +38.9% | -23.7% | +5.4% |
| 1Y | +13.3% | +36.7% | -23.4% | +4.0% |
| 3Y | +5.4% | +76.6% | -71.1% | -10.0% |
| 5Y | +2.7% | +124.5% | -121.8% | -18.5% |
| 10Y | +38.7% | +674.5% | -635.9% | -18.0% |
| All | +38.7% | +689.5% | -650.9% | -18.0% |
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