-1.1%
MSI vs CAPR
+48.7%
-49.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | +6.8% | +139.2% | -132.4% | +6.9% |
| 3M | +14.3% | -66.4% | +80.7% | +14.2% |
| 6M | -1.6% | -63.1% | +61.6% | -1.6% |
| YTD | +22.8% | -67.4% | +90.2% | +22.7% |
| 1Y | -1.1% | +58.2% | -59.4% | -1.8% |
| All | -1.1% | +48.7% | -49.8% | -1.8% |
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