+99.3%
MSI vs CG
+9.5%
+89.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -5.8% | -1.3% | -4.5% | -5.5% |
| 30D | -1.0% | -3.2% | +2.2% | -0.5% |
| 3M | +14.2% | +6.2% | +7.9% | +12.3% |
| 6M | +1.0% | -4.7% | +5.7% | +1.3% |
| YTD | +21.5% | -20.6% | +42.1% | +26.0% |
| 1Y | -2.1% | -26.4% | +24.2% | +2.9% |
| 3Y | +69.3% | +55.4% | +13.9% | +41.8% |
| 5Y | +99.3% | +9.8% | +89.5% | +79.9% |
| All | +99.3% | +9.5% | +89.8% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling