+84.1%
CL vs MSI
+683.5%
-599.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -0.8% | +7.7% | -8.5% | -2.8% |
| 30D | +9.5% | +19.9% | -10.4% | +4.2% |
| 3M | +6.8% | +14.9% | -8.2% | +2.7% |
| 6M | +14.3% | +37.2% | -23.0% | +4.5% |
| YTD | +27.0% | +40.8% | -13.8% | +14.7% |
| 1Y | +26.3% | +38.1% | -11.9% | +14.6% |
| 3Y | +39.3% | +77.7% | -38.4% | +16.3% |
| 5Y | +41.5% | +129.0% | -87.5% | +8.4% |
| 10Y | +84.1% | +671.3% | -587.2% | +11.3% |
| All | +84.1% | +683.5% | -599.4% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling