+123.7%
MSI vs CF
+117.5%
+6.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +2.6% | +5.4% | -2.8% | +2.1% |
| 30D | +18.1% | +6.5% | +11.6% | +17.4% |
| 3M | +13.2% | +4.6% | +8.6% | +12.5% |
| 6M | +36.3% | -3.3% | +39.6% | +36.2% |
| YTD | +39.5% | +63.9% | -24.4% | +30.3% |
| 1Y | +36.9% | +50.4% | -13.6% | +29.2% |
| 3Y | +76.1% | +68.2% | +7.9% | +61.0% |
| 5Y | +123.7% | +113.8% | +9.9% | +85.7% |
| All | +123.7% | +117.5% | +6.2% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling