+662.2%
MSI vs CHD
+191.9%
+470.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +18.1% | +11.6% | +6.5% | +14.3% |
| 3M | +13.2% | +10.7% | +2.5% | +9.7% |
| 6M | +36.3% | +20.2% | +16.0% | +28.8% |
| YTD | +39.5% | +34.5% | +5.0% | +27.0% |
| 1Y | +36.9% | +32.6% | +4.3% | +25.1% |
| 3Y | +76.1% | +29.1% | +47.0% | +60.6% |
| 5Y | +123.7% | +31.5% | +92.2% | +99.6% |
| All | +662.2% | +191.9% | +470.3% | +487.5% |
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