+247.9%
CB vs MSI
+663.2%
-415.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | 0.0% | +2.6% | -2.6% | -0.9% |
| 30D | +7.4% | +18.1% | -10.7% | +0.8% |
| 3M | +8.6% | +13.2% | -4.6% | +3.4% |
| 6M | +16.1% | +36.3% | -20.1% | +2.7% |
| YTD | +20.2% | +39.5% | -19.3% | +4.6% |
| 1Y | +27.2% | +36.9% | -9.7% | +11.4% |
| 3Y | +72.7% | +76.1% | -3.4% | +34.0% |
| 5Y | +105.9% | +123.7% | -17.8% | +42.0% |
| All | +247.9% | +663.2% | -415.3% | +68.1% |
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