+601.1%
MSI vs BRKR
+155.3%
+445.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.4% | -8.7% | +8.3% | +1.4% |
| 30D | -0.8% | -9.9% | +9.1% | +1.1% |
| 3M | +13.9% | -3.1% | +17.0% | +12.7% |
| 6M | +1.3% | +45.5% | -44.1% | -10.1% |
| YTD | +22.3% | +13.7% | +8.6% | +14.1% |
| 1Y | -3.9% | +67.4% | -71.3% | -19.9% |
| 3Y | +69.9% | -13.2% | +83.1% | +59.4% |
| 5Y | +103.8% | -39.5% | +143.3% | +111.6% |
| All | +601.1% | +155.3% | +445.7% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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