+622.7%
MSI vs CF
+5,948.3%
-5,325.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.2% |
| 7D | -3.7% | +6.0% | -9.7% | -4.9% |
| 30D | +6.8% | +14.8% | -8.0% | +3.5% |
| 3M | +14.3% | +14.1% | +0.2% | +10.6% |
| 6M | -1.6% | +28.5% | -30.1% | -8.4% |
| YTD | +22.8% | +74.9% | -52.2% | +6.4% |
| 1Y | -1.1% | +61.7% | -62.8% | -13.1% |
| 3Y | +70.5% | +80.3% | -9.9% | +42.8% |
| 5Y | +102.8% | +226.0% | -123.2% | +41.6% |
| 10Y | +597.4% | +569.9% | +27.6% | +281.1% |
| All | +622.7% | +5,948.3% | -5,325.6% | +90.0% |
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