+32.9%
MSI vs CAI
-11.3%
+44.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +2.6% | -8.0% | +10.5% | +3.2% |
| 30D | +18.1% | -18.9% | +37.0% | +19.1% |
| 3M | +13.2% | +7.6% | +5.6% | +10.6% |
| 6M | +36.3% | +43.0% | -6.7% | +28.2% |
| YTD | +39.5% | -11.2% | +50.7% | +33.8% |
| 1Y | +36.9% | -3.3% | +40.2% | +30.7% |
| All | +32.9% | -11.3% | +44.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling