+20,418.4%
SHW vs MSI
+4,035.2%
+16,383.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -3.2% | -3.7% | +0.5% | -2.5% |
| 30D | -9.5% | +6.8% | -16.3% | -10.9% |
| 3M | +11.5% | +14.3% | -2.8% | +8.3% |
| 6M | -3.5% | -1.6% | -2.0% | -3.6% |
| YTD | +3.7% | +22.8% | -19.1% | -0.9% |
| 1Y | -7.9% | -1.1% | -6.8% | -8.2% |
| 3Y | +24.7% | +70.5% | -45.8% | +11.0% |
| 5Y | +13.6% | +102.8% | -89.2% | -2.6% |
| 10Y | +283.0% | +597.4% | -314.5% | +158.9% |
| All | +20,418.4% | +4,035.2% | +16,383.2% | +6,605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling