+36.1%
MSI vs CG
-18.8%
+54.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +7.4% | +2.0% | +5.5% | +7.1% |
| 30D | +18.7% | +8.5% | +10.2% | +17.9% |
| 3M | +14.5% | -12.1% | +26.6% | +14.9% |
| 6M | +38.1% | -16.4% | +54.5% | +38.9% |
| YTD | +38.7% | -28.0% | +66.7% | +41.2% |
| All | +36.1% | -18.8% | +54.9% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling