+3,446.1%
CSGP vs MSI
+1,042.8%
+2,403.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +18.3% | +2.8% | +15.5% | +17.2% |
| 30D | +17.8% | +9.1% | +8.6% | +14.6% |
| 3M | +9.3% | +12.5% | -3.3% | +5.0% |
| 6M | -7.9% | +14.2% | -22.1% | -12.0% |
| YTD | -51.5% | +30.7% | -82.3% | -55.9% |
| 1Y | -53.3% | +27.5% | -80.8% | -57.2% |
| 3Y | -57.9% | +71.4% | -129.3% | -65.2% |
| 5Y | -61.3% | +109.6% | -171.0% | -69.9% |
| 10Y | +77.5% | +658.5% | -580.9% | -7.2% |
| All | +3,446.1% | +1,042.8% | +2,403.3% | +1,041.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling