+101.0%
MSI vs GSK
+48.8%
+52.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.0% | -3.6% | -0.4% | -3.3% |
| 30D | -0.5% | -5.9% | +5.5% | +0.7% |
| 3M | +11.4% | -4.3% | +15.7% | +12.3% |
| 6M | +1.0% | -10.8% | +11.8% | +3.0% |
| YTD | +20.7% | +1.8% | +18.9% | +19.7% |
| 1Y | -2.7% | +23.5% | -26.2% | -7.5% |
| 3Y | +68.2% | +49.5% | +18.7% | +50.3% |
| All | +101.0% | +48.8% | +52.2% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling