+27.5%
MSI vs CAPR
+47.4%
-19.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.3% | -7.0% | +1.2% |
| 7D | +2.8% | +43.2% | -40.4% | +2.8% |
| 30D | +9.1% | +14.7% | -5.5% | +9.2% |
| 3M | +12.5% | +113.9% | -101.4% | +12.6% |
| 6M | +14.2% | -73.4% | +87.6% | +14.1% |
| YTD | +30.7% | -69.1% | +99.8% | +30.7% |
| 1Y | +27.5% | +47.2% | -19.7% | +27.8% |
| All | +27.5% | +47.4% | -19.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling