+4,456.3%
MSI vs CHD
+11,631.5%
-7,175.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | +19.9% | +12.2% | +7.7% | +16.3% |
| 3M | +14.9% | +9.3% | +5.6% | +12.2% |
| 6M | +37.2% | +24.3% | +13.0% | +29.5% |
| YTD | +40.8% | +34.9% | +5.9% | +29.8% |
| 1Y | +38.1% | +32.7% | +5.4% | +27.8% |
| 3Y | +77.7% | +29.4% | +48.3% | +64.1% |
| 5Y | +129.0% | +31.7% | +97.3% | +108.6% |
| 10Y | +671.3% | +191.7% | +479.6% | +465.9% |
| All | +4,456.3% | +11,631.5% | -7,175.2% | +1,587.4% |
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