-37.7%
CAG vs MSI
+605.3%
-642.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -2.4% | -0.8% | -1.6% | -2.3% |
| 3M | +9.8% | +13.9% | -4.2% | +6.5% |
| 6M | -10.8% | +1.3% | -12.2% | -11.5% |
| YTD | -10.8% | +22.3% | -33.1% | -15.2% |
| 1Y | -19.0% | -3.9% | -15.1% | -18.7% |
| 3Y | -39.7% | +69.9% | -109.6% | -47.4% |
| 5Y | -43.0% | +103.8% | -146.8% | -52.8% |
| All | -37.7% | +605.3% | -642.9% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling