+2,006.3%
LLY vs MSI
+689.5%
+1,316.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.5% |
| 7D | +0.1% | +8.3% | -8.3% | -2.5% |
| 30D | +19.7% | +18.9% | +0.9% | +13.4% |
| 3M | +19.3% | +13.2% | +6.0% | +14.6% |
| 6M | +49.3% | +38.3% | +11.1% | +34.3% |
| YTD | +32.0% | +38.9% | -6.9% | +18.3% |
| 1Y | +53.7% | +36.7% | +17.0% | +38.3% |
| 3Y | +143.7% | +76.6% | +67.2% | +98.6% |
| 5Y | +463.9% | +124.5% | +339.4% | +317.3% |
| 10Y | +2,006.3% | +674.5% | +1,331.8% | +991.8% |
| All | +2,006.3% | +689.5% | +1,316.8% | +991.8% |
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 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