+74.4%
MSI vs CG
+47.3%
+27.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | +14.8% | +5.0% | +9.7% | +13.9% |
| 3M | +8.8% | -18.2% | +27.0% | +11.0% |
| 6M | +19.3% | -20.7% | +40.0% | +22.0% |
| YTD | +35.3% | -31.4% | +66.8% | +40.4% |
| 1Y | +33.8% | -22.3% | +56.0% | +36.4% |
| 3Y | +74.4% | +50.2% | +24.3% | +73.8% |
| All | +74.4% | +47.3% | +27.1% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling