+74.4%
MSI vs CAPR
+214.7%
-140.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.1% | -0.5% |
| 7D | +4.7% | +41.1% | -36.4% | +4.6% |
| 30D | +14.8% | +11.1% | +3.7% | +14.7% |
| 3M | +8.8% | +115.3% | -106.5% | +8.6% |
| 6M | +19.3% | -73.8% | +93.1% | +19.4% |
| YTD | +35.3% | -68.8% | +104.1% | +35.4% |
| 1Y | +33.8% | +43.3% | -9.5% | +32.6% |
| 3Y | +74.4% | +214.7% | -140.3% | +71.3% |
| All | +74.4% | +214.7% | -140.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling