+1,206.6%
CDNS vs MSI
+663.2%
+543.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | +7.0% | +2.6% | +4.4% | +5.6% |
| 30D | -0.3% | +18.1% | -18.4% | -9.2% |
| 3M | +3.2% | +13.2% | -10.1% | -4.1% |
| 6M | -6.9% | +36.3% | -43.2% | -22.4% |
| YTD | +6.6% | +39.5% | -32.9% | -13.7% |
| 1Y | +5.6% | +36.9% | -31.3% | -13.7% |
| 3Y | +27.4% | +76.1% | -48.7% | -12.1% |
| 5Y | +83.7% | +123.7% | -40.0% | +8.6% |
| All | +1,206.6% | +663.2% | +543.4% | +332.8% |
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