+443.8%
LLY vs MSI
+118.7%
+325.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.5% | +4.7% | -9.2% | -5.8% |
| 30D | +13.9% | +14.8% | -0.9% | +9.4% |
| 3M | +13.8% | +8.8% | +4.9% | +10.9% |
| 6M | +37.6% | +19.3% | +18.3% | +30.1% |
| YTD | +26.6% | +35.3% | -8.7% | +15.4% |
| 1Y | +45.3% | +33.8% | +11.6% | +32.9% |
| 3Y | +132.2% | +74.4% | +57.8% | +91.3% |
| All | +443.8% | +118.7% | +325.1% | +309.4% |
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