+152.8%
SBUX vs MSI
+683.5%
-530.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.8% |
| 7D | +0.2% | +7.7% | -7.5% | -3.4% |
| 30D | +19.1% | +19.9% | -0.8% | +9.2% |
| 3M | +3.6% | +14.9% | -11.3% | -3.2% |
| 6M | +5.1% | +37.2% | -32.1% | -10.4% |
| YTD | +32.9% | +40.8% | -7.9% | +10.2% |
| 1Y | +30.4% | +38.1% | -7.7% | +9.1% |
| 3Y | +13.0% | +77.7% | -64.7% | -19.9% |
| 5Y | +10.5% | +129.0% | -118.5% | -32.9% |
| 10Y | +152.8% | +671.3% | -518.5% | -2.9% |
| All | +152.8% | +683.5% | -530.7% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling