-3.5%
MSI vs CHD
+2.2%
-5.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -4.0% | -4.2% | +0.2% | -3.3% |
| 30D | -0.5% | -7.6% | +7.1% | +0.7% |
| 3M | +11.4% | -1.6% | +13.0% | +11.7% |
| 6M | +1.0% | -6.3% | +7.3% | +1.3% |
| YTD | +20.7% | +14.6% | +6.1% | +20.9% |
| All | -3.5% | +2.2% | -5.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling