+86.8%
MSI vs CART
+37.6%
+49.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.1% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | +13.3% | +27.1% | -13.8% | +12.8% |
| 3M | +18.3% | +27.4% | -9.1% | +17.7% |
| 6M | +18.7% | +32.1% | -13.4% | +18.1% |
| YTD | +36.0% | +28.5% | +7.5% | +35.2% |
| 1Y | +32.6% | +58.8% | -26.2% | +30.8% |
| 3Y | +78.3% | +114.8% | -36.5% | +74.3% |
| All | +86.8% | +37.6% | +49.2% | +80.0% |
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 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