+3,767.8%
MRK vs MSI
+4,605.3%
-837.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.7% | +3.2% | -2.5% | +0.2% |
| 30D | +0.3% | +17.6% | -17.3% | -2.4% |
| 3M | +9.7% | +14.5% | -4.9% | +7.2% |
| 6M | +32.0% | +34.3% | -2.3% | +25.6% |
| YTD | +43.3% | +39.7% | +3.6% | +35.1% |
| 1Y | +63.7% | +40.2% | +23.5% | +54.2% |
| 3Y | +58.0% | +77.1% | -19.1% | +42.7% |
| 5Y | +105.0% | +124.0% | -19.1% | +76.9% |
| 10Y | +228.6% | +665.5% | -436.9% | +132.5% |
| All | +3,767.8% | +4,605.3% | -837.4% | +1,381.5% |
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