+19,478.9%
CMI vs MSI
+4,035.2%
+15,443.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | -0.7% | -3.7% | +3.0% | +0.4% |
| 30D | -13.4% | +6.8% | -20.3% | -15.4% |
| 3M | -17.0% | +14.3% | -31.3% | -20.8% |
| 6M | -1.6% | -1.6% | -0.1% | -2.0% |
| YTD | +11.0% | +22.8% | -11.8% | +3.0% |
| 1Y | +41.9% | -1.1% | +43.0% | +40.5% |
| 3Y | +151.8% | +70.5% | +81.3% | +108.9% |
| 5Y | +163.6% | +102.8% | +60.8% | +105.2% |
| 10Y | +472.9% | +597.4% | -124.5% | +198.0% |
| All | +19,478.9% | +4,035.2% | +15,443.7% | +5,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling