-2.7%
KMB vs MSI
+126.2%
-128.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -3.0% | +2.6% | -5.6% | -3.5% |
| 30D | +9.1% | +18.1% | -9.1% | +5.1% |
| 3M | -0.4% | +13.2% | -13.6% | -3.2% |
| 6M | +13.0% | +36.3% | -23.3% | +5.2% |
| YTD | +10.3% | +39.5% | -29.2% | +1.8% |
| 1Y | +8.2% | +36.9% | -28.7% | +0.3% |
| 3Y | +0.4% | +76.1% | -75.7% | -12.2% |
| 5Y | -2.7% | +123.7% | -126.4% | -19.7% |
| All | -2.7% | +126.2% | -128.9% | -19.7% |
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