-63.2%
CSGP vs MSI
+118.7%
-181.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | +1.3% | +4.7% | -3.4% | -1.3% |
| 30D | +10.7% | +14.8% | -4.1% | +2.7% |
| 3M | +3.3% | +8.8% | -5.5% | -1.4% |
| 6M | -10.3% | +19.3% | -29.6% | -19.2% |
| YTD | -54.6% | +35.3% | -89.9% | -62.5% |
| 1Y | -54.6% | +33.8% | -88.4% | -62.3% |
| 3Y | -60.3% | +74.4% | -134.8% | -74.2% |
| All | -63.2% | +118.7% | -181.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling