+165.0%
CMI vs MSI
+102.7%
+62.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -12.4% | -0.8% | -11.6% | -12.3% |
| 3M | -14.8% | +13.9% | -28.7% | -19.0% |
| 6M | +0.8% | +1.3% | -0.5% | -0.3% |
| YTD | +10.2% | +22.3% | -12.1% | +1.3% |
| 1Y | +37.4% | -3.9% | +41.3% | +38.7% |
| 3Y | +153.3% | +69.9% | +83.4% | +98.5% |
| All | +165.0% | +102.7% | +62.3% | +84.7% |
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