+595.0%
MSI vs CNH
+152.9%
+442.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.3% |
| 7D | -5.8% | +8.8% | -14.6% | -8.0% |
| 30D | -1.0% | +24.7% | -25.6% | -6.8% |
| 3M | +14.2% | +27.3% | -13.2% | +6.5% |
| 6M | +1.0% | +23.2% | -22.1% | -5.6% |
| YTD | +21.5% | +48.9% | -27.5% | +7.6% |
| 1Y | -2.1% | +19.4% | -21.5% | -8.4% |
| 3Y | +69.3% | +7.8% | +61.6% | +57.6% |
| 5Y | +99.3% | +8.7% | +90.6% | +79.1% |
| 10Y | +595.0% | +149.5% | +445.5% | +346.4% |
| All | +595.0% | +152.9% | +442.1% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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