+102.8%
MSI vs CHD
+19.7%
+83.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -1.8% | -4.7% | +2.9% | -0.6% |
| 30D | -0.6% | -8.3% | +7.7% | +1.5% |
| 3M | +13.0% | -4.0% | +17.1% | +14.1% |
| 6M | +0.5% | -6.5% | +7.0% | +2.0% |
| YTD | +21.7% | +13.1% | +8.6% | +17.6% |
| 1Y | -2.6% | +2.3% | -4.9% | -3.4% |
| 3Y | +69.7% | +1.8% | +67.9% | +67.8% |
| 5Y | +102.8% | +20.6% | +82.2% | +92.6% |
| All | +102.8% | +19.7% | +83.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling