-54.5%
CSGP vs MSI
+33.8%
-88.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -2.7% |
| 7D | +13.9% | +5.1% | +8.8% | +12.3% |
| 30D | +16.0% | +13.3% | +2.7% | +12.0% |
| 3M | +6.1% | +18.3% | -12.2% | +1.6% |
| 6M | -8.2% | +18.7% | -26.9% | -12.7% |
| YTD | -52.3% | +36.0% | -88.3% | -57.2% |
| 1Y | -54.5% | +32.6% | -87.1% | -57.9% |
| All | -54.5% | +33.8% | -88.3% | -57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling