+4,577.2%
CNC vs MSI
+1,013.8%
+3,563.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +3.5% | -3.7% | +7.2% | +4.7% |
| 30D | +0.1% | +6.8% | -6.8% | -2.2% |
| 3M | +6.9% | +14.3% | -7.4% | +2.2% |
| 6M | +49.0% | -1.6% | +50.6% | +48.3% |
| YTD | +62.9% | +22.8% | +40.1% | +50.9% |
| 1Y | +134.0% | -1.1% | +135.1% | +131.1% |
| 3Y | +9.4% | +70.5% | -61.1% | -9.9% |
| 5Y | +4.1% | +102.8% | -98.7% | -19.7% |
| 10Y | +95.4% | +597.4% | -502.0% | +3.5% |
| All | +4,577.2% | +1,013.8% | +3,563.4% | +1,471.0% |
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