+601.8%
CAG vs MSI
+4,035.2%
-3,433.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -3.8% | -3.7% | -0.1% | -3.4% |
| 30D | +3.1% | +6.8% | -3.7% | +2.4% |
| 3M | +23.5% | +14.3% | +9.2% | +21.7% |
| 6M | -14.8% | -1.6% | -13.3% | -14.9% |
| YTD | -5.4% | +22.8% | -28.2% | -7.6% |
| 1Y | -11.8% | -1.1% | -10.7% | -11.9% |
| 3Y | -36.7% | +70.5% | -107.1% | -40.4% |
| 5Y | -40.3% | +102.8% | -143.1% | -45.0% |
| 10Y | -37.0% | +597.4% | -634.4% | -48.7% |
| All | +601.8% | +4,035.2% | -3,433.4% | +214.4% |
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