+674.5%
MSI vs CNH
+134.0%
+540.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.9% | -8.3% | -0.1% |
| 7D | +8.3% | +8.6% | -0.2% | +6.0% |
| 30D | +18.9% | +12.6% | +6.3% | +15.1% |
| 3M | +13.2% | +17.5% | -4.3% | +7.6% |
| 6M | +38.3% | +18.1% | +20.2% | +30.5% |
| YTD | +38.9% | +40.4% | -1.5% | +24.1% |
| 1Y | +36.7% | +34.0% | +2.7% | +23.5% |
| 3Y | +76.6% | +35.3% | +41.3% | +51.8% |
| 5Y | +124.5% | -5.1% | +129.6% | +109.4% |
| 10Y | +674.5% | +124.0% | +550.5% | +407.8% |
| All | +674.5% | +134.0% | +540.6% | +407.8% |
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