+226.2%
MRK vs MSI
+601.8%
-375.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -5.0% | -1.8% | -3.2% | -4.5% |
| 30D | +11.0% | -0.6% | +11.6% | +11.2% |
| 3M | +22.4% | +13.0% | +9.4% | +17.9% |
| 6M | +25.4% | +0.5% | +24.9% | +24.6% |
| YTD | +39.5% | +21.7% | +17.8% | +30.8% |
| 1Y | +78.0% | -2.6% | +80.6% | +78.1% |
| 3Y | +45.5% | +69.7% | -24.1% | +21.4% |
| 5Y | +130.3% | +102.8% | +27.5% | +78.8% |
| All | +226.2% | +601.8% | -375.7% | +78.3% |
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