+124.2%
MSI vs CFG
+61.7%
+62.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +3.2% | +3.2% | 0.0% | +2.7% |
| 30D | +17.6% | +5.1% | +12.5% | +16.5% |
| 3M | +14.5% | -11.2% | +25.8% | +16.9% |
| 6M | +34.3% | +9.6% | +24.7% | +31.5% |
| YTD | +39.7% | +15.0% | +24.8% | +35.1% |
| 1Y | +40.2% | +29.9% | +10.3% | +32.2% |
| 3Y | +77.1% | +192.1% | -114.9% | +35.9% |
| All | +124.2% | +61.7% | +62.5% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling