+491.8%
CSGP vs MSCI
+3,261.3%
-2,769.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.4% | +1.6% |
| 7D | +18.3% | +11.5% | +6.8% | +12.8% |
| 30D | +17.8% | +22.1% | -4.3% | +8.0% |
| 3M | +9.3% | +18.4% | -9.2% | +1.5% |
| 6M | -7.9% | +16.6% | -24.6% | -14.0% |
| YTD | -51.5% | +18.8% | -70.4% | -55.2% |
| 1Y | -53.3% | +19.0% | -72.3% | -56.9% |
| 3Y | -57.9% | +40.7% | -98.6% | -64.7% |
| 5Y | -61.3% | +7.9% | -69.2% | -64.3% |
| 10Y | +77.5% | +848.9% | -771.3% | -34.8% |
| All | +491.8% | +3,261.3% | -2,769.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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