+132.2%
LLY vs MSI
+77.7%
+54.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.5% | +4.7% | -9.2% | -5.5% |
| 30D | +13.9% | +14.8% | -0.9% | +10.3% |
| 3M | +13.8% | +8.8% | +4.9% | +11.4% |
| 6M | +37.6% | +19.3% | +18.3% | +31.6% |
| YTD | +26.6% | +35.3% | -8.7% | +18.4% |
| 1Y | +45.3% | +33.8% | +11.6% | +36.2% |
| 3Y | +132.2% | +74.4% | +57.8% | +109.1% |
| All | +132.2% | +77.7% | +54.5% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling