+39.4%
CL vs MSI
+76.3%
-36.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.6% | +7.4% | -4.8% | +1.0% |
| 30D | +11.8% | +18.7% | -7.0% | +7.7% |
| 3M | +5.9% | +14.5% | -8.5% | +2.8% |
| 6M | +13.3% | +38.1% | -24.8% | +5.5% |
| YTD | +27.1% | +38.7% | -11.6% | +17.5% |
| 1Y | +28.0% | +35.4% | -7.4% | +19.0% |
| 3Y | +39.4% | +75.1% | -35.7% | +22.2% |
| All | +39.4% | +76.3% | -36.9% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling