+68.7%
MSI vs CART
+21.6%
+47.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | +6.8% | +12.6% | -5.8% | +6.6% |
| 3M | +14.3% | +23.1% | -8.8% | +13.8% |
| 6M | -1.6% | +39.5% | -41.1% | -2.3% |
| YTD | +22.8% | +13.5% | +9.3% | +22.4% |
| 1Y | -1.1% | +14.9% | -16.0% | -1.5% |
| All | +68.7% | +21.6% | +47.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling