+105.7%
MRK vs MSI
+124.3%
-18.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.7% | +3.2% | -2.5% | 0.0% |
| 30D | +0.3% | +17.6% | -17.3% | -3.1% |
| 3M | +9.7% | +14.5% | -4.9% | +6.6% |
| 6M | +32.0% | +34.3% | -2.3% | +23.8% |
| YTD | +43.3% | +39.7% | +3.6% | +32.8% |
| 1Y | +63.7% | +40.2% | +23.5% | +51.5% |
| 3Y | +58.0% | +77.1% | -19.1% | +37.7% |
| All | +105.7% | +124.3% | -18.6% | +65.9% |
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