+27.6%
CL vs MSI
+36.2%
-8.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.3% |
| 30D | +9.5% | +18.1% | -8.7% | +6.2% |
| 3M | +6.6% | +13.2% | -6.6% | +4.2% |
| 6M | +13.2% | +36.3% | -23.0% | +7.3% |
| YTD | +26.9% | +39.5% | -12.6% | +18.3% |
| 1Y | +27.6% | +36.9% | -9.3% | +18.8% |
| All | +27.6% | +36.2% | -8.6% | +18.8% |
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