+26.4%
SHW vs MSI
+72.0%
-45.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -3.2% | -3.7% | +0.5% | -2.1% |
| 30D | -9.5% | +6.8% | -16.3% | -11.7% |
| 3M | +11.5% | +14.3% | -2.8% | +6.3% |
| 6M | -3.5% | -1.6% | -2.0% | -3.3% |
| YTD | +3.7% | +22.8% | -19.1% | -4.4% |
| 1Y | -7.9% | -1.1% | -6.8% | -7.9% |
| All | +26.4% | +72.0% | -45.6% | +0.5% |
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