+1,209.3%
CDNS vs MSI
+672.0%
+537.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +2.4% | +7.4% | -5.0% | -1.6% |
| 30D | -6.0% | +18.7% | -24.7% | -14.7% |
| 3M | -0.1% | +14.5% | -14.5% | -7.7% |
| 6M | -8.6% | +38.1% | -46.7% | -24.3% |
| YTD | +6.1% | +38.7% | -32.6% | -13.9% |
| 1Y | +0.8% | +35.4% | -34.6% | -17.1% |
| 3Y | +26.8% | +75.1% | -48.3% | -12.2% |
| 5Y | +86.9% | +126.4% | -39.5% | +9.8% |
| All | +1,209.3% | +672.0% | +537.3% | +334.0% |
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 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