+74.4%
MSI vs CF
+57.7%
+16.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +4.7% | -3.2% | +7.8% | +4.7% |
| 30D | +14.8% | +4.3% | +10.4% | +14.5% |
| 3M | +8.8% | +2.8% | +6.0% | +8.6% |
| 6M | +19.3% | +0.6% | +18.7% | +18.9% |
| YTD | +35.3% | +56.6% | -21.3% | +31.0% |
| 1Y | +33.8% | +49.6% | -15.8% | +29.8% |
| 3Y | +74.4% | +61.5% | +12.9% | +66.0% |
| All | +74.4% | +57.7% | +16.7% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling