+3,874.2%
MSI vs CHD
+10,220.8%
-6,346.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -3.7% | -2.7% | -1.0% | -3.0% |
| 30D | +6.8% | -4.6% | +11.4% | +8.1% |
| 3M | +14.3% | +5.0% | +9.3% | +12.8% |
| 6M | -1.6% | -3.2% | +1.6% | -1.0% |
| YTD | +22.8% | +18.6% | +4.2% | +17.1% |
| 1Y | -1.1% | +4.8% | -5.9% | -2.9% |
| 3Y | +70.5% | +6.1% | +64.3% | +65.5% |
| 5Y | +102.8% | +24.0% | +78.8% | +87.7% |
| 10Y | +597.4% | +124.5% | +473.0% | +446.4% |
| All | +3,874.2% | +10,220.8% | -6,346.6% | +1,422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling