-1.1%
MSI vs CGNX
+42.4%
-43.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | -3.7% | +3.0% | -6.7% | -4.0% |
| 30D | +6.8% | -11.8% | +18.7% | +8.0% |
| 3M | +14.3% | -3.6% | +17.9% | +14.0% |
| 6M | -1.6% | +17.4% | -19.0% | -5.0% |
| YTD | +22.8% | +73.7% | -51.0% | +13.5% |
| 1Y | -1.1% | +41.5% | -42.6% | -9.5% |
| All | -1.1% | +42.4% | -43.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling