+15.6%
SHW vs MSI
+123.5%
-107.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.0% |
| 7D | +1.6% | +8.3% | -6.8% | -1.8% |
| 30D | +12.1% | +18.9% | -6.8% | +4.3% |
| 3M | -3.0% | +13.2% | -16.2% | -8.0% |
| 6M | +13.5% | +38.3% | -24.7% | -1.3% |
| YTD | +11.2% | +38.9% | -27.6% | -4.4% |
| 1Y | +6.2% | +36.7% | -30.5% | -8.1% |
| 3Y | +45.6% | +76.6% | -30.9% | +8.5% |
| 5Y | +15.6% | +124.5% | -108.9% | -23.5% |
| All | +15.6% | +123.5% | -107.9% | -23.5% |
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 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