-38.3%
CAG vs MSI
+664.3%
-702.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.3% | +3.2% | -6.6% | -4.1% |
| 30D | +7.7% | +17.6% | -9.9% | +3.8% |
| 3M | -3.2% | +14.5% | -17.7% | -6.1% |
| 6M | +7.0% | +34.3% | -27.3% | -0.1% |
| YTD | -9.0% | +39.7% | -48.7% | -16.0% |
| 1Y | -9.6% | +40.2% | -49.8% | -16.7% |
| 3Y | -36.0% | +77.1% | -113.1% | -44.7% |
| 5Y | -40.9% | +124.0% | -164.9% | -52.1% |
| All | -38.3% | +664.3% | -702.6% | -61.0% |
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