+1,187.5%
MSI vs CG
+281.3%
+906.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.7% | -1.2% | +5.9% | +4.8% |
| 30D | +14.8% | +5.0% | +9.7% | +13.2% |
| 3M | +8.8% | -18.2% | +27.0% | +13.6% |
| 6M | +19.3% | -20.7% | +40.0% | +24.8% |
| YTD | +35.3% | -31.4% | +66.8% | +45.6% |
| 1Y | +33.8% | -22.3% | +56.0% | +39.3% |
| 3Y | +74.4% | +50.2% | +24.3% | +46.3% |
| 5Y | +120.5% | -22.1% | +142.6% | +113.8% |
| 10Y | +685.2% | +295.5% | +389.7% | +406.7% |
| All | +1,187.5% | +281.3% | +906.1% | +734.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling