+701.7%
MSI vs CAPR
-99.1%
+800.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +14.3% | -66.4% | +80.7% | +14.6% |
| 6M | -1.6% | -63.1% | +61.6% | -1.4% |
| YTD | +22.8% | -67.4% | +90.2% | +23.1% |
| 1Y | -1.1% | +58.2% | -59.4% | -4.0% |
| 3Y | +70.5% | +42.2% | +28.3% | +63.5% |
| 5Y | +102.8% | +87.3% | +15.5% | +93.0% |
| 10Y | +597.4% | -75.3% | +672.7% | +547.9% |
| All | +701.7% | -99.1% | +800.7% | +648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling