+124.2%
MSI vs CAPR
+172.3%
-48.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +3.2% | +5.9% | -2.6% | +3.2% |
| 30D | +17.6% | +44.6% | -27.0% | +17.3% |
| 3M | +14.5% | +126.4% | -111.8% | +13.8% |
| 6M | +34.3% | -68.6% | +102.8% | +34.5% |
| YTD | +39.7% | -67.0% | +106.7% | +39.8% |
| 1Y | +40.2% | +65.2% | -25.0% | +36.7% |
| 3Y | +77.1% | +235.6% | -158.4% | +58.2% |
| All | +124.2% | +172.3% | -48.1% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling