+74.4%
MSI vs CFG
+168.6%
-94.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +4.7% | -0.9% | +5.6% | +4.7% |
| 30D | +14.8% | +1.1% | +13.7% | +14.6% |
| 3M | +8.8% | -12.0% | +20.8% | +10.1% |
| 6M | +19.3% | -2.2% | +21.5% | +19.3% |
| YTD | +35.3% | +11.4% | +23.9% | +33.0% |
| 1Y | +33.8% | +27.8% | +5.9% | +29.3% |
| 3Y | +74.4% | +173.3% | -98.9% | +61.4% |
| All | +74.4% | +168.6% | -94.2% | +61.4% |
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