+3,705.5%
PANW vs MSI
+1,136.6%
+2,568.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -6.9% | -5.8% | -1.2% | -4.3% |
| 30D | -7.4% | -1.0% | -6.4% | -7.1% |
| 3M | +26.5% | +14.2% | +12.4% | +18.4% |
| 6M | +104.2% | +1.0% | +103.1% | +100.8% |
| YTD | +82.9% | +21.5% | +61.5% | +63.7% |
| 1Y | +70.7% | -2.1% | +72.9% | +69.2% |
| 3Y | +170.9% | +69.3% | +101.6% | +102.6% |
| 5Y | +334.1% | +99.3% | +234.8% | +196.5% |
| 10Y | +1,275.6% | +595.0% | +680.6% | +379.8% |
| All | +3,705.5% | +1,136.6% | +2,568.9% | +876.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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