+518.2%
CEG vs MSI
+121.5%
+396.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -4.7% | +4.7% | -9.4% | -6.4% |
| 30D | -16.6% | +14.8% | -31.3% | -20.9% |
| 3M | -4.1% | +8.8% | -12.9% | -7.4% |
| 6M | -22.3% | +19.3% | -41.6% | -28.4% |
| YTD | -28.9% | +35.3% | -64.3% | -38.8% |
| 1Y | -28.5% | +33.8% | -62.2% | -38.1% |
| 3Y | +104.3% | +74.4% | +29.9% | +50.8% |
| All | +518.2% | +121.5% | +396.7% | +277.4% |
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 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