+77.1%
MSI vs CF
+68.9%
+8.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | +4.8% | -1.5% | +3.1% |
| 30D | +17.6% | +4.7% | +12.9% | +17.3% |
| 3M | +14.5% | +7.4% | +7.1% | +14.1% |
| 6M | +34.3% | +0.6% | +33.7% | +33.9% |
| YTD | +39.7% | +64.1% | -24.4% | +35.0% |
| 1Y | +40.2% | +51.4% | -11.2% | +36.1% |
| 3Y | +77.1% | +67.8% | +9.3% | +67.5% |
| All | +77.1% | +68.9% | +8.2% | +67.5% |
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