+596.9%
MSI vs CG
+324.5%
+272.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.4% |
| 7D | -4.0% | -6.4% | +2.5% | -2.3% |
| 30D | -0.5% | -7.1% | +6.6% | +1.2% |
| 3M | +11.4% | -1.6% | +13.0% | +11.2% |
| 6M | +1.0% | -8.3% | +9.3% | +2.2% |
| YTD | +20.7% | -23.8% | +44.5% | +27.6% |
| 1Y | -2.7% | -28.7% | +26.0% | +4.5% |
| 3Y | +68.2% | +49.2% | +19.0% | +38.1% |
| 5Y | +100.0% | +5.5% | +94.4% | +76.6% |
| 10Y | +596.9% | +331.2% | +265.6% | +291.9% |
| All | +596.9% | +324.5% | +272.4% | +291.9% |
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