+104.6%
MSI vs CAKE
+157.8%
-53.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.4% | -4.5% | +4.1% | +0.1% |
| 30D | -0.8% | -12.4% | +11.7% | +0.7% |
| 3M | +13.9% | +37.3% | -23.4% | +9.4% |
| 6M | +1.3% | +70.7% | -69.4% | -5.5% |
| YTD | +22.3% | +106.0% | -83.7% | +10.8% |
| 1Y | -3.9% | +79.7% | -83.5% | -11.3% |
| 3Y | +69.9% | +267.8% | -197.9% | +36.2% |
| All | +104.6% | +157.8% | -53.2% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling