+483.3%
LLY vs MSI
+124.3%
+359.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | +3.2% | +3.5% | +5.8% |
| 30D | +19.6% | +17.6% | +2.0% | +14.0% |
| 3M | +19.7% | +14.5% | +5.2% | +15.0% |
| 6M | +42.7% | +34.3% | +8.5% | +30.5% |
| YTD | +35.1% | +39.7% | -4.6% | +22.0% |
| 1Y | +42.2% | +40.2% | +2.0% | +28.2% |
| 3Y | +140.8% | +77.1% | +63.6% | +97.4% |
| All | +483.3% | +124.3% | +359.0% | +335.6% |
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