-80.4%
LYFT vs MSI
+266.4%
-346.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -8.4% | -0.4% | -8.0% | -8.1% |
| 30D | -7.6% | -0.8% | -6.8% | -7.3% |
| 3M | +11.7% | +13.9% | -2.2% | +2.4% |
| 6M | +15.1% | +1.3% | +13.8% | +12.2% |
| YTD | -20.9% | +22.3% | -43.2% | -32.8% |
| 1Y | -16.4% | -3.9% | -12.5% | -16.7% |
| 3Y | +35.2% | +69.9% | -34.7% | -14.4% |
| 5Y | -69.4% | +103.8% | -173.2% | -83.9% |
| All | -80.4% | +266.4% | -346.8% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling