+246.7%
CB vs MSI
+683.5%
-436.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -1.0% | +7.7% | -8.7% | -3.8% |
| 30D | +7.3% | +19.9% | -12.6% | +0.2% |
| 3M | +7.0% | +14.9% | -7.9% | +1.3% |
| 6M | +16.3% | +37.2% | -20.9% | +2.6% |
| YTD | +19.7% | +40.8% | -21.0% | +3.8% |
| 1Y | +27.8% | +38.1% | -10.3% | +11.5% |
| 3Y | +72.0% | +77.7% | -5.7% | +33.0% |
| 5Y | +104.9% | +129.0% | -24.2% | +39.9% |
| 10Y | +246.7% | +671.3% | -424.5% | +67.0% |
| All | +246.7% | +683.5% | -436.7% | +67.0% |
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