+16.9%
MSI vs CAI
-7.1%
+24.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.7% | -2.2% | -1.5% | -3.5% |
| 30D | +6.8% | +52.4% | -45.6% | +1.9% |
| 3M | +14.3% | +45.1% | -30.8% | +9.2% |
| 6M | -1.6% | +26.2% | -27.8% | -5.2% |
| YTD | +22.8% | -7.1% | +29.9% | +19.0% |
| 1Y | -1.1% | -31.0% | +29.9% | -3.7% |
| All | +16.9% | -7.1% | +24.1% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling