+246.7%
CB vs MSI
+670.3%
-423.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | +7.4% | -6.7% | -2.0% |
| 30D | +8.2% | +18.7% | -10.6% | +1.3% |
| 3M | +6.3% | +14.5% | -8.2% | +0.8% |
| 6M | +16.2% | +38.1% | -21.9% | +2.2% |
| YTD | +19.3% | +38.7% | -19.4% | +4.0% |
| 1Y | +29.2% | +35.4% | -6.2% | +13.6% |
| 3Y | +71.4% | +75.1% | -3.7% | +33.4% |
| 5Y | +104.2% | +126.4% | -22.1% | +40.1% |
| 10Y | +246.7% | +671.4% | -424.7% | +67.9% |
| All | +246.7% | +670.3% | -423.7% | +67.9% |
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