+5,587.9%
CNQ vs MSI
+447.7%
+5,140.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | +6.7% | -0.6% | +7.3% | +6.8% |
| 3M | +12.8% | +13.0% | -0.2% | +8.4% |
| 6M | +13.3% | +0.5% | +12.8% | +12.2% |
| YTD | +53.1% | +21.7% | +31.4% | +43.0% |
| 1Y | +66.1% | -2.6% | +68.7% | +65.2% |
| 3Y | +75.4% | +69.7% | +5.8% | +46.8% |
| 5Y | +288.1% | +102.8% | +185.3% | +204.7% |
| 10Y | +423.6% | +602.9% | -179.3% | +192.6% |
| All | +5,587.9% | +447.7% | +5,140.3% | +2,378.1% |
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