+40.2%
MSI vs CG
-25.8%
+66.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +3.2% | +0.2% | +3.1% | +3.2% |
| 30D | +17.6% | +11.2% | +6.4% | +16.6% |
| 3M | +14.5% | -22.1% | +36.6% | +15.6% |
| 6M | +34.3% | -17.9% | +52.2% | +35.1% |
| YTD | +39.7% | -31.3% | +71.0% | +42.6% |
| 1Y | +40.2% | -24.0% | +64.1% | +41.1% |
| All | +40.2% | -25.8% | +66.0% | +41.1% |
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 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