-37.1%
CAG vs MSI
+69.3%
-106.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -5.3% | -5.8% | +0.5% | -4.2% |
| 30D | +1.0% | -1.0% | +2.0% | +1.2% |
| 3M | +17.4% | +14.2% | +3.2% | +14.2% |
| 6M | -16.8% | +1.0% | -17.9% | -17.2% |
| YTD | -6.8% | +21.5% | -28.2% | -10.7% |
| 1Y | -15.4% | -2.1% | -13.3% | -15.3% |
| 3Y | -37.1% | +69.3% | -106.4% | -49.0% |
| All | -37.1% | +69.3% | -106.4% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling