+601.1%
MSI vs CHD
+126.1%
+475.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.4% | -4.5% | +4.1% | +0.9% |
| 30D | -0.8% | -6.7% | +6.0% | +1.2% |
| 3M | +13.9% | -2.7% | +16.7% | +14.7% |
| 6M | +1.3% | -4.9% | +6.3% | +2.6% |
| YTD | +22.3% | +13.3% | +9.0% | +17.4% |
| 1Y | -3.9% | +1.0% | -4.9% | -4.7% |
| 3Y | +69.9% | +1.3% | +68.6% | +66.7% |
| 5Y | +103.8% | +20.8% | +83.0% | +86.4% |
| All | +601.1% | +126.1% | +475.0% | +472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling