-2.7%
SBUX vs MSI
+100.4%
-103.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -3.9% | -5.8% | +1.9% | -1.6% |
| 30D | -2.8% | -1.0% | -1.8% | -2.5% |
| 3M | +8.2% | +14.2% | -6.0% | +1.9% |
| 6M | +4.3% | +1.0% | +3.2% | +3.0% |
| YTD | +23.3% | +21.5% | +1.9% | +10.9% |
| 1Y | +24.3% | -2.1% | +26.4% | +24.0% |
| 3Y | +15.5% | +69.3% | -53.9% | -19.1% |
| 5Y | -2.7% | +99.3% | -102.0% | -41.0% |
| All | -2.7% | +100.4% | -103.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling