+2,053.0%
LLY vs MSI
+663.2%
+1,389.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +4.6% | +2.6% | +2.0% | +3.8% |
| 30D | +22.4% | +18.1% | +4.2% | +16.1% |
| 3M | +17.1% | +13.2% | +3.9% | +12.6% |
| 6M | +44.6% | +36.3% | +8.4% | +30.7% |
| YTD | +33.5% | +39.5% | -6.1% | +19.3% |
| 1Y | +41.1% | +36.9% | +4.2% | +26.9% |
| 3Y | +143.8% | +76.1% | +67.7% | +98.7% |
| 5Y | +473.4% | +123.7% | +349.6% | +324.7% |
| All | +2,053.0% | +663.2% | +1,389.8% | +1,021.1% |
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