+88.3%
CNC vs MSI
+595.8%
-507.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.9% | -4.0% | -0.9% | -3.4% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | -3.2% | +11.4% | -14.6% | -7.7% |
| 6M | +47.9% | +1.0% | +46.9% | +45.6% |
| YTD | +55.7% | +20.7% | +35.0% | +41.6% |
| 1Y | +106.2% | -2.7% | +108.9% | +104.9% |
| 3Y | -2.1% | +68.2% | -70.3% | -26.0% |
| 5Y | +3.4% | +100.0% | -96.6% | -29.6% |
| All | +88.3% | +595.8% | -507.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling