+601.1%
MSI vs BDX
+59.3%
+541.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | -0.8% | -2.5% | +1.8% | +0.1% |
| 3M | +13.9% | +21.4% | -7.5% | +6.5% |
| 6M | +1.3% | +10.4% | -9.1% | -2.4% |
| YTD | +22.3% | +18.8% | +3.5% | +14.3% |
| 1Y | -3.9% | +21.7% | -25.5% | -11.1% |
| 3Y | +69.9% | -10.0% | +79.8% | +72.6% |
| 5Y | +103.8% | -1.8% | +105.6% | +97.5% |
| All | +601.1% | +59.3% | +541.8% | +489.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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