+57.3%
LLY vs MSI
+28.6%
+28.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +10.1% | +2.8% | +7.3% | +9.2% |
| 30D | +24.0% | +9.1% | +14.9% | +21.2% |
| 3M | +27.3% | +12.5% | +14.8% | +23.3% |
| 6M | +47.0% | +14.2% | +32.8% | +41.7% |
| YTD | +32.6% | +30.7% | +1.9% | +32.7% |
| 1Y | +57.3% | +27.5% | +29.8% | +59.8% |
| All | +57.3% | +28.6% | +28.8% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling