+671.4%
MSI vs CF
+494.2%
+177.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | +7.4% | +4.8% | +2.7% | +6.5% |
| 30D | +18.7% | +9.7% | +9.0% | +16.7% |
| 3M | +14.5% | +1.2% | +13.2% | +13.8% |
| 6M | +38.1% | +7.4% | +30.7% | +35.3% |
| YTD | +38.7% | +60.5% | -21.8% | +24.0% |
| 1Y | +35.4% | +50.7% | -15.3% | +22.4% |
| 3Y | +75.1% | +64.8% | +10.3% | +51.9% |
| 5Y | +126.4% | +115.8% | +10.6% | +76.3% |
| 10Y | +671.4% | +481.0% | +190.4% | +385.0% |
| All | +671.4% | +494.2% | +177.2% | +385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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