+35.6%
MSI vs CAPR
+64.2%
-28.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +2.6% |
| 7D | +8.3% | +36.0% | -27.7% | +8.4% |
| 30D | +18.9% | +25.8% | -6.9% | +18.9% |
| 3M | +13.2% | +140.8% | -127.6% | +13.3% |
| 6M | +38.3% | -67.6% | +105.8% | +38.2% |
| YTD | +38.9% | -65.9% | +104.7% | +38.8% |
| All | +35.6% | +64.2% | -28.6% | +35.7% |
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