+671.3%
MSI vs CFG
+224.4%
+446.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +7.7% | -0.8% | +8.5% | +7.9% |
| 30D | +19.9% | +3.1% | +16.8% | +19.0% |
| 3M | +14.9% | -9.7% | +24.7% | +17.6% |
| 6M | +37.2% | +6.7% | +30.5% | +34.5% |
| YTD | +40.8% | +15.2% | +25.6% | +34.9% |
| 1Y | +38.1% | +28.8% | +9.4% | +28.6% |
| 3Y | +77.7% | +190.1% | -112.4% | +30.2% |
| 5Y | +129.0% | +63.4% | +65.6% | +91.7% |
| 10Y | +671.3% | +219.8% | +451.5% | +406.7% |
| All | +671.3% | +224.4% | +446.9% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling