+3,812.0%
MRK vs MSI
+4,035.2%
-223.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.3% | -3.7% | +5.0% | +1.9% |
| 30D | +17.1% | +6.8% | +10.3% | +15.8% |
| 3M | +25.9% | +14.3% | +11.6% | +23.1% |
| 6M | +26.8% | -1.6% | +28.4% | +26.8% |
| YTD | +44.9% | +22.8% | +22.1% | +39.7% |
| 1Y | +84.8% | -1.1% | +85.9% | +84.3% |
| 3Y | +50.1% | +70.5% | -20.4% | +36.5% |
| 5Y | +127.4% | +102.8% | +24.6% | +99.7% |
| 10Y | +240.0% | +597.4% | -357.5% | +144.5% |
| All | +3,812.0% | +4,035.2% | -223.2% | +1,431.3% |
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 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