+37.8%
KMB vs MSI
+683.5%
-645.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +0.1% | +7.7% | -7.6% | -1.8% |
| 30D | +10.2% | +19.9% | -9.7% | +5.3% |
| 3M | +1.5% | +14.9% | -13.5% | -2.1% |
| 6M | +16.6% | +37.2% | -20.6% | +7.4% |
| YTD | +12.1% | +40.8% | -28.7% | +2.1% |
| 1Y | +11.1% | +38.1% | -27.1% | +1.7% |
| 3Y | +1.9% | +77.7% | -75.8% | -13.1% |
| 5Y | -1.3% | +129.0% | -130.3% | -22.1% |
| 10Y | +37.8% | +671.3% | -633.5% | -18.0% |
| All | +37.8% | +683.5% | -645.7% | -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