+43.4%
CL vs MSI
+124.3%
-81.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.2% | +3.2% | 0.0% | +2.4% |
| 30D | +8.0% | +17.6% | -9.6% | +3.9% |
| 3M | +7.9% | +14.5% | -6.7% | +4.4% |
| 6M | +14.7% | +34.3% | -19.5% | +6.7% |
| YTD | +29.2% | +39.7% | -10.6% | +18.3% |
| 1Y | +29.5% | +40.2% | -10.6% | +18.5% |
| 3Y | +40.7% | +77.1% | -36.5% | +19.7% |
| All | +43.4% | +124.3% | -81.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling