+133.6%
MRK vs MSI
+97.7%
+35.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.7% | -4.0% | +1.3% | -1.9% |
| 30D | +12.7% | -0.5% | +13.1% | +12.9% |
| 3M | +24.2% | +11.4% | +12.8% | +21.3% |
| 6M | +27.8% | +1.0% | +26.8% | +27.2% |
| YTD | +42.2% | +20.7% | +21.6% | +35.9% |
| 1Y | +80.2% | -2.7% | +82.9% | +80.8% |
| 3Y | +48.4% | +68.2% | -19.8% | +30.2% |
| 5Y | +133.6% | +100.0% | +33.6% | +96.1% |
| All | +133.6% | +97.7% | +35.9% | +96.1% |
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 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