+2,483.1%
MSI vs CAKE
+4,004.5%
-1,521.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -5.8% | -1.1% | -4.7% | -5.5% |
| 30D | -1.0% | +0.4% | -1.4% | -1.2% |
| 3M | +14.2% | +59.9% | -45.8% | +2.2% |
| 6M | +1.0% | +75.1% | -74.0% | -11.8% |
| YTD | +21.5% | +115.0% | -93.6% | +0.8% |
| 1Y | -2.1% | +81.6% | -83.7% | -15.9% |
| 3Y | +69.3% | +279.1% | -209.8% | +19.0% |
| 5Y | +99.3% | +170.6% | -71.3% | +45.6% |
| 10Y | +595.0% | +160.3% | +434.7% | +350.0% |
| All | +2,483.1% | +4,004.5% | -1,521.4% | +733.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling