+674.5%
MSI vs CF
+546.3%
+128.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +8.3% | -0.9% | +9.2% | +8.5% |
| 30D | +18.9% | +6.9% | +11.9% | +17.4% |
| 3M | +13.2% | +4.8% | +8.4% | +11.8% |
| 6M | +38.3% | +4.7% | +33.6% | +36.1% |
| YTD | +38.9% | +56.5% | -17.6% | +24.7% |
| 1Y | +36.7% | +48.4% | -11.7% | +23.9% |
| 3Y | +76.6% | +59.1% | +17.4% | +54.2% |
| 5Y | +124.5% | +109.5% | +15.0% | +75.8% |
| 10Y | +674.5% | +487.0% | +187.6% | +389.3% |
| All | +674.5% | +546.3% | +128.2% | +389.3% |
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