+121.6%
MSI vs CF
+125.5%
-3.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +3.4% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | +13.3% | +2.2% | +11.1% | +13.0% |
| 3M | +18.3% | +2.1% | +16.2% | +17.8% |
| 6M | +18.7% | -6.5% | +25.2% | +18.9% |
| YTD | +36.0% | +55.6% | -19.6% | +27.6% |
| 1Y | +32.6% | +42.3% | -9.7% | +25.7% |
| 3Y | +78.3% | +55.7% | +22.6% | +64.3% |
| 5Y | +121.6% | +122.4% | -0.8% | +77.3% |
| All | +121.6% | +125.5% | -3.9% | +77.3% |
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 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