+3,874.2%
MSI vs BDX
+5,351.6%
-1,477.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -3.7% | -2.5% | -1.2% | -3.0% |
| 30D | +6.8% | +8.3% | -1.4% | +4.3% |
| 3M | +14.3% | +24.4% | -10.1% | +6.9% |
| 6M | -1.6% | +9.2% | -10.8% | -4.5% |
| YTD | +22.8% | +22.7% | +0.1% | +14.7% |
| 1Y | -1.1% | +25.9% | -27.0% | -8.5% |
| 3Y | +70.5% | -10.5% | +80.9% | +71.9% |
| 5Y | +102.8% | +1.9% | +100.9% | +95.1% |
| 10Y | +597.4% | +58.7% | +538.7% | +477.1% |
| All | +3,874.2% | +5,351.6% | -1,477.4% | +910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling