+7,262.2%
CB vs MSI
+1,917.7%
+5,344.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.6% |
| 7D | +2.6% | +5.1% | -2.5% | +1.4% |
| 30D | +11.2% | +13.3% | -2.1% | +8.1% |
| 3M | +5.7% | +18.3% | -12.6% | +1.6% |
| 6M | +15.9% | +18.7% | -2.8% | +11.0% |
| YTD | +20.2% | +36.0% | -15.8% | +11.4% |
| 1Y | +32.4% | +32.6% | -0.2% | +23.4% |
| 3Y | +75.5% | +78.3% | -2.8% | +52.0% |
| 5Y | +105.5% | +121.6% | -16.1% | +68.3% |
| 10Y | +258.5% | +689.0% | -430.5% | +122.0% |
| All | +7,262.2% | +1,917.7% | +5,344.5% | +2,872.2% |
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