+33.1%
MSI vs CAI
-14.7%
+47.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | +3.2% | -8.7% | +11.9% | +3.9% |
| 30D | +17.6% | -23.8% | +41.4% | +19.1% |
| 3M | +14.5% | +3.9% | +10.6% | +12.2% |
| 6M | +34.3% | +56.8% | -22.6% | +25.3% |
| YTD | +39.7% | -14.6% | +54.3% | +34.4% |
| 1Y | +40.2% | -5.2% | +45.4% | +34.0% |
| All | +33.1% | -14.7% | +47.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling