+40.7%
CL vs MSI
+78.6%
-37.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.9% |
| 7D | +5.9% | +5.1% | +0.9% | +4.8% |
| 30D | +13.8% | +13.3% | +0.4% | +10.7% |
| 3M | +6.4% | +18.3% | -11.9% | +2.5% |
| 6M | +15.6% | +18.7% | -3.1% | +11.0% |
| YTD | +27.9% | +36.0% | -8.1% | +18.7% |
| 1Y | +31.4% | +32.6% | -1.2% | +22.7% |
| All | +40.7% | +78.6% | -37.9% | +24.4% |
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 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