+3,858.1%
MSI vs LUMN
+156.1%
+3,702.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -0.8% |
| 30D | -0.8% | +10.3% | -11.1% | -2.6% |
| 3M | +13.9% | -18.3% | +32.2% | +16.9% |
| 6M | +1.3% | +4.4% | -3.0% | -1.6% |
| YTD | +22.3% | -10.7% | +33.0% | +19.8% |
| 1Y | -3.9% | +14.0% | -17.8% | -12.1% |
| 3Y | +69.9% | +406.6% | -336.7% | -16.5% |
| 5Y | +103.8% | -36.8% | +140.6% | +71.7% |
| 10Y | +606.4% | -56.2% | +662.6% | +480.4% |
| All | +3,858.1% | +156.1% | +3,702.0% | +1,757.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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