+3,476.2%
MSI vs IDXX
+53,929.9%
-50,453.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | -1.8% | -4.3% | +2.5% | -0.8% |
| 30D | -0.6% | -13.7% | +13.0% | +2.6% |
| 3M | +13.0% | -9.1% | +22.1% | +15.2% |
| 6M | +0.5% | -15.4% | +15.9% | +3.9% |
| YTD | +21.7% | -25.1% | +46.8% | +28.9% |
| 1Y | -2.6% | -20.6% | +18.0% | +1.2% |
| 3Y | +69.7% | +8.7% | +60.9% | +59.9% |
| 5Y | +102.8% | -25.7% | +128.5% | +104.3% |
| 10Y | +602.9% | +360.6% | +242.3% | +367.1% |
| All | +3,476.2% | +53,929.9% | -50,453.7% | +995.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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