+76.9%
MSI vs CFG
+189.7%
-112.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +2.6% | +1.6% | +1.0% | +2.4% |
| 30D | +18.1% | +3.3% | +14.8% | +17.7% |
| 3M | +13.2% | -11.5% | +24.8% | +14.5% |
| 6M | +36.3% | +6.2% | +30.1% | +35.1% |
| YTD | +39.5% | +14.3% | +25.2% | +36.8% |
| 1Y | +36.9% | +26.7% | +10.1% | +32.5% |
| All | +76.9% | +189.7% | -112.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling