-12.3%
SHW vs MSI
-2.0%
-10.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -1.2% | -5.8% | +4.6% | +0.3% |
| 30D | -11.6% | -1.0% | -10.6% | -11.4% |
| 3M | +9.1% | +14.2% | -5.0% | +5.3% |
| 6M | -0.7% | +1.0% | -1.7% | -1.2% |
| YTD | +1.4% | +21.5% | -20.1% | -4.1% |
| 1Y | -12.3% | -2.1% | -10.1% | -13.7% |
| All | -12.3% | -2.0% | -10.3% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling