+32.1%
CL vs MSI
+28.6%
+3.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | +7.7% | +2.8% | +4.9% | +7.2% |
| 30D | +15.2% | +9.1% | +6.1% | +13.5% |
| 3M | +7.3% | +12.5% | -5.2% | +5.1% |
| 6M | +17.0% | +14.2% | +2.8% | +13.8% |
| YTD | +28.0% | +30.7% | -2.7% | +21.3% |
| 1Y | +32.1% | +27.5% | +4.6% | +23.6% |
| All | +32.1% | +28.6% | +3.5% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling