+1,047.9%
CCL vs MSI
+4,457.4%
-3,409.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.1% | +4.7% | -1.6% | +1.5% |
| 30D | +13.7% | +14.8% | -1.1% | +8.5% |
| 3M | +3.8% | +8.8% | -5.0% | +0.6% |
| 6M | +9.3% | +19.3% | -10.0% | +2.2% |
| YTD | -1.1% | +35.3% | -36.4% | -11.5% |
| 1Y | +14.6% | +33.8% | -19.2% | +2.9% |
| 3Y | +146.4% | +74.4% | +72.0% | +101.9% |
| 5Y | +21.9% | +120.5% | -98.7% | -6.7% |
| 10Y | -29.4% | +685.2% | -714.6% | -61.4% |
| All | +1,047.9% | +4,457.4% | -3,409.5% | +180.2% |
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