+595.0%
MSI vs CFG
+313.6%
+281.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -5.8% | +2.7% | -8.4% | -6.4% |
| 30D | -1.0% | -3.7% | +2.7% | -0.2% |
| 3M | +14.2% | +9.5% | +4.7% | +11.4% |
| 6M | +1.0% | +22.2% | -21.2% | -4.1% |
| YTD | +21.5% | +22.3% | -0.9% | +14.8% |
| 1Y | -2.1% | +39.4% | -41.6% | -10.7% |
| 3Y | +69.3% | +188.5% | -119.2% | +24.3% |
| 5Y | +99.3% | +101.5% | -2.2% | +57.5% |
| 10Y | +595.0% | +308.6% | +286.4% | +314.3% |
| All | +595.0% | +313.6% | +281.4% | +314.3% |
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