+1,068.2%
MSI vs CG
+351.2%
+717.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -3.7% | -4.3% | +0.6% | -2.7% |
| 30D | +6.8% | -5.1% | +11.9% | +7.9% |
| 3M | +14.3% | +8.7% | +5.6% | +11.5% |
| 6M | -1.6% | -9.2% | +7.7% | -0.2% |
| YTD | +22.8% | -18.9% | +41.7% | +27.4% |
| 1Y | -1.1% | -25.6% | +24.5% | +4.5% |
| 3Y | +70.5% | +57.3% | +13.2% | +42.3% |
| 5Y | +102.8% | +10.2% | +92.6% | +80.4% |
| 10Y | +597.4% | +364.2% | +233.2% | +334.3% |
| All | +1,068.2% | +351.2% | +717.0% | +629.7% |
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