+814.8%
MSI vs CFG
+396.4%
+418.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | +6.8% | -3.8% | +10.7% | +7.7% |
| 3M | +14.3% | +11.5% | +2.8% | +11.0% |
| 6M | -1.6% | +19.2% | -20.8% | -6.1% |
| YTD | +22.8% | +23.7% | -0.9% | +15.7% |
| 1Y | -1.1% | +38.8% | -40.0% | -9.7% |
| 3Y | +70.5% | +178.9% | -108.4% | +26.1% |
| 5Y | +102.8% | +101.8% | +1.0% | +59.8% |
| 10Y | +597.4% | +317.3% | +280.1% | +301.0% |
| All | +814.8% | +396.4% | +418.4% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling