+18.2%
SBUX vs MSI
+71.1%
-52.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -2.5% |
| 30D | -0.9% | +6.8% | -7.7% | -2.2% |
| 3M | +11.6% | +14.3% | -2.7% | +8.5% |
| 6M | +8.8% | -1.6% | +10.4% | +9.3% |
| YTD | +26.3% | +22.8% | +3.5% | +19.2% |
| 1Y | +23.1% | -1.1% | +24.2% | +23.6% |
| All | +18.2% | +71.1% | -52.9% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling