+3,264.4%
CSGP vs MSI
+973.5%
+2,290.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -4.1% | -3.7% | -0.4% | -2.9% |
| 30D | +2.3% | +6.8% | -4.5% | -0.1% |
| 3M | -8.2% | +14.3% | -22.5% | -12.2% |
| 6M | -35.1% | -1.6% | -33.5% | -35.0% |
| YTD | -54.0% | +22.8% | -76.8% | -57.3% |
| 1Y | -65.3% | -1.1% | -64.2% | -65.5% |
| 3Y | -62.6% | +70.5% | -133.0% | -69.0% |
| 5Y | -64.8% | +102.8% | -167.6% | -72.4% |
| 10Y | +45.1% | +597.4% | -552.3% | -22.3% |
| All | +3,264.4% | +973.5% | +2,290.9% | +1,004.1% |
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