-22.3%
CEG vs MSI
+18.9%
-41.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.2% |
| 7D | -4.7% | +4.7% | -9.4% | -3.7% |
| 30D | -16.6% | +14.8% | -31.3% | -14.1% |
| 3M | -4.1% | +8.8% | -12.9% | -2.3% |
| 6M | -22.3% | +19.3% | -41.6% | -18.7% |
| All | -22.3% | +18.9% | -41.3% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling