+65.2%
CSGP vs MSI
+676.2%
-611.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | +1.3% | +4.7% | -3.4% | -1.2% |
| 30D | +10.7% | +14.8% | -4.1% | +3.1% |
| 3M | +3.3% | +8.8% | -5.5% | -1.1% |
| 6M | -10.3% | +19.3% | -29.6% | -18.7% |
| YTD | -54.6% | +35.3% | -89.9% | -61.8% |
| 1Y | -54.6% | +33.8% | -88.4% | -61.7% |
| 3Y | -60.3% | +74.4% | -134.8% | -71.8% |
| 5Y | -63.3% | +120.5% | -183.8% | -77.3% |
| All | +65.2% | +676.2% | -611.0% | -43.9% |
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