+85.9%
MSI vs CART
+38.4%
+47.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.7% | +3.0% | +1.7% | +4.6% |
| 30D | +14.8% | +28.6% | -13.8% | +14.2% |
| 3M | +8.8% | +29.1% | -20.3% | +8.2% |
| 6M | +19.3% | +44.7% | -25.4% | +18.4% |
| YTD | +35.3% | +29.2% | +6.1% | +34.5% |
| 1Y | +33.8% | +66.2% | -32.4% | +31.8% |
| 3Y | +74.4% | +112.8% | -38.4% | +70.5% |
| All | +85.9% | +38.4% | +47.5% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling