+580.1%
CAG vs MSI
+4,640.9%
-4,060.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.5% |
| 7D | -1.8% | +7.7% | -9.4% | -2.5% |
| 30D | +9.7% | +19.9% | -10.3% | +7.6% |
| 3M | +0.5% | +14.9% | -14.5% | -1.0% |
| 6M | +8.9% | +37.2% | -28.3% | +5.3% |
| YTD | -8.4% | +40.8% | -49.1% | -11.7% |
| 1Y | -8.3% | +38.1% | -46.4% | -11.5% |
| 3Y | -36.1% | +77.7% | -113.8% | -40.1% |
| 5Y | -40.1% | +129.0% | -169.2% | -45.5% |
| 10Y | -36.9% | +671.3% | -708.2% | -49.2% |
| All | +580.1% | +4,640.9% | -4,060.7% | +200.3% |
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