+136.5%
CEG vs MSI
+76.1%
+60.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +17.8% | +2.6% | +15.2% | +17.1% |
| 30D | -4.5% | +18.1% | -22.7% | -8.5% |
| 3M | +1.5% | +13.2% | -11.7% | -1.8% |
| 6M | -3.5% | +36.3% | -39.8% | -12.6% |
| YTD | -19.7% | +39.5% | -59.2% | -29.1% |
| 1Y | -19.8% | +36.9% | -56.7% | -28.4% |
| All | +136.5% | +76.1% | +60.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling