+75.3%
MSI vs CF
+56.6%
+18.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +3.8% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | +13.3% | +2.2% | +11.1% | +13.2% |
| 3M | +18.3% | +2.1% | +16.2% | +18.1% |
| 6M | +18.7% | -6.5% | +25.2% | +18.5% |
| YTD | +36.0% | +55.6% | -19.6% | +31.6% |
| 1Y | +32.6% | +42.3% | -9.7% | +29.0% |
| All | +75.3% | +56.6% | +18.6% | +66.8% |
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