+73.3%
CSGP vs MSI
+680.0%
-606.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -3.7% |
| 7D | +13.9% | +5.1% | +8.8% | +10.9% |
| 30D | +16.0% | +13.3% | +2.7% | +8.7% |
| 3M | +6.1% | +18.3% | -12.2% | -3.0% |
| 6M | -8.2% | +18.7% | -26.9% | -16.5% |
| YTD | -52.3% | +36.0% | -88.3% | -60.1% |
| 1Y | -54.5% | +32.6% | -87.1% | -61.4% |
| 3Y | -58.6% | +78.3% | -136.9% | -70.9% |
| 5Y | -61.5% | +121.6% | -183.1% | -76.3% |
| All | +73.3% | +680.0% | -606.6% | -41.3% |
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