+4,173.9%
YUM vs MSI
+714.3%
+3,459.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.7% | -5.8% | +4.1% | -0.4% |
| 30D | -0.8% | -1.0% | +0.1% | -0.7% |
| 3M | +1.5% | +14.2% | -12.7% | -1.5% |
| 6M | -6.1% | +1.0% | -7.1% | -6.6% |
| YTD | -0.2% | +21.5% | -21.7% | -4.7% |
| 1Y | +2.5% | -2.1% | +4.6% | +2.4% |
| 3Y | +24.6% | +69.3% | -44.7% | +10.2% |
| 5Y | +25.7% | +99.3% | -73.7% | +6.9% |
| 10Y | +179.7% | +595.0% | -415.3% | +85.3% |
| All | +4,173.9% | +714.3% | +3,459.5% | +1,864.9% |
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