-58.4%
CSGP vs MSI
+78.6%
-136.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -3.0% |
| 7D | +13.9% | +5.1% | +8.8% | +12.0% |
| 30D | +16.0% | +13.3% | +2.7% | +11.2% |
| 3M | +6.1% | +18.3% | -12.2% | +0.3% |
| 6M | -8.2% | +18.7% | -26.9% | -13.4% |
| YTD | -52.3% | +36.0% | -88.3% | -57.5% |
| 1Y | -54.5% | +32.6% | -87.1% | -59.1% |
| All | -58.4% | +78.6% | -136.9% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling