+102.8%
MSI vs BDX
-3.5%
+106.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.4% |
| 7D | -1.8% | -5.4% | +3.6% | -0.3% |
| 30D | -0.6% | -2.2% | +1.5% | -0.1% |
| 3M | +13.0% | +20.1% | -7.0% | +7.7% |
| 6M | +0.5% | +9.1% | -8.5% | -1.9% |
| YTD | +21.7% | +17.9% | +3.8% | +15.8% |
| 1Y | -2.6% | +22.1% | -24.7% | -8.4% |
| 3Y | +69.7% | -10.5% | +80.2% | +74.6% |
| 5Y | +102.8% | -2.6% | +105.4% | +103.9% |
| All | +102.8% | -3.5% | +106.3% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling