+5,887.0%
CDNS vs MSI
+4,035.2%
+1,851.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -14.0% | -3.7% | -10.3% | -12.7% |
| 30D | -13.2% | +6.8% | -20.0% | -15.7% |
| 3M | -28.9% | +14.3% | -43.2% | -32.9% |
| 6M | -4.2% | -1.6% | -2.6% | -4.4% |
| YTD | -6.4% | +22.8% | -29.2% | -14.9% |
| 1Y | -16.2% | -1.1% | -15.1% | -17.1% |
| 3Y | +20.2% | +70.5% | -50.3% | -5.1% |
| 5Y | +76.6% | +102.8% | -26.2% | +30.6% |
| 10Y | +1,029.7% | +597.4% | +432.3% | +407.2% |
| All | +5,887.0% | +4,035.2% | +1,851.9% | +467.2% |
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