+415.5%
CNQ vs MSI
+605.3%
-189.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +6.2% | -0.8% | +7.0% | +6.4% |
| 3M | +12.4% | +13.9% | -1.6% | +5.6% |
| 6M | +9.0% | +1.3% | +7.7% | +7.1% |
| YTD | +52.2% | +22.3% | +29.9% | +36.7% |
| 1Y | +65.0% | -3.9% | +68.9% | +65.0% |
| 3Y | +78.8% | +69.9% | +9.0% | +32.6% |
| 5Y | +286.0% | +103.8% | +182.2% | +154.0% |
| All | +415.5% | +605.3% | -189.8% | +157.3% |
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