+700.4%
MSI vs CF
+5,277.9%
-4,577.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +2.7% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | +13.3% | +2.2% | +11.1% | +12.7% |
| 3M | +18.3% | +2.1% | +16.2% | +17.2% |
| 6M | +18.7% | -6.5% | +25.2% | +19.4% |
| YTD | +36.0% | +55.6% | -19.6% | +20.5% |
| 1Y | +32.6% | +42.3% | -9.7% | +19.7% |
| 3Y | +78.3% | +55.7% | +22.6% | +54.1% |
| 5Y | +121.6% | +122.4% | -0.8% | +69.3% |
| 10Y | +689.0% | +568.5% | +120.5% | +330.9% |
| All | +700.4% | +5,277.9% | -4,577.6% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling