+1,071.2%
MSI vs CG
+351.2%
+720.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -3.7% | -4.3% | +0.6% | -2.7% |
| 30D | +6.8% | -5.1% | +11.9% | +7.9% |
| 3M | +14.3% | +8.7% | +5.6% | +11.5% |
| 6M | -1.3% | -9.2% | +7.9% | +0.1% |
| YTD | +23.1% | -18.9% | +42.0% | +27.7% |
| 1Y | -0.8% | -25.6% | +24.8% | +4.7% |
| 3Y | +70.9% | +57.3% | +13.6% | +42.7% |
| 5Y | +103.3% | +10.2% | +93.2% | +80.8% |
| 10Y | +599.2% | +364.2% | +235.0% | +335.4% |
| All | +1,071.2% | +351.2% | +720.0% | +631.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling