+596.9%
MSI vs GSK
+80.2%
+516.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.0% | -3.6% | -0.4% | -2.9% |
| 30D | -0.5% | -5.9% | +5.5% | +1.4% |
| 3M | +11.4% | -4.3% | +15.7% | +12.7% |
| 6M | +1.0% | -10.8% | +11.8% | +4.2% |
| YTD | +20.7% | +1.8% | +18.9% | +18.9% |
| 1Y | -2.7% | +23.5% | -26.2% | -10.4% |
| 3Y | +68.2% | +49.5% | +18.7% | +40.8% |
| 5Y | +100.0% | +49.7% | +50.3% | +63.4% |
| 10Y | +596.9% | +81.9% | +515.0% | +428.0% |
| All | +596.9% | +80.2% | +516.7% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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