+71.6%
CB vs MSI
+76.3%
-4.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -1.5% | +8.3% | -9.8% | -3.4% |
| 30D | +6.5% | +18.9% | -12.3% | +2.3% |
| 3M | +4.1% | +13.2% | -9.2% | +0.9% |
| 6M | +14.4% | +38.3% | -23.9% | +5.6% |
| YTD | +17.5% | +38.9% | -21.4% | +7.7% |
| 1Y | +27.5% | +36.7% | -9.1% | +17.3% |
| 3Y | +71.6% | +76.6% | -5.0% | +42.0% |
| All | +71.6% | +76.3% | -4.7% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling