+660.0%
MSI vs CG
+304.6%
+355.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +7.4% | +2.0% | +5.5% | +6.7% |
| 30D | +18.7% | +8.5% | +10.2% | +15.9% |
| 3M | +14.5% | -12.1% | +26.6% | +17.7% |
| 6M | +38.1% | -16.4% | +54.5% | +43.3% |
| YTD | +38.7% | -28.0% | +66.7% | +48.3% |
| 1Y | +35.4% | -18.9% | +54.3% | +39.9% |
| 3Y | +75.1% | +51.2% | +23.8% | +42.5% |
| 5Y | +126.4% | -15.9% | +142.3% | +114.8% |
| All | +660.0% | +304.6% | +355.4% | +362.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling