+93.4%
MSI vs CART
+40.2%
+53.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +7.7% | -0.6% | +8.3% | +7.7% |
| 30D | +19.9% | +23.1% | -3.2% | +19.4% |
| 3M | +14.9% | +19.2% | -4.3% | +14.5% |
| 6M | +37.2% | +45.7% | -8.4% | +36.1% |
| YTD | +40.8% | +30.9% | +9.9% | +39.9% |
| 1Y | +38.1% | +50.2% | -12.0% | +36.6% |
| 3Y | +77.7% | +133.5% | -55.8% | +73.6% |
| All | +93.4% | +40.2% | +53.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling