+77.1%
MSI vs CNH
+29.5%
+47.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +3.2% | +3.0% | +0.2% | +3.0% |
| 30D | +17.6% | -0.6% | +18.2% | +17.5% |
| 3M | +14.5% | +14.6% | -0.1% | +12.9% |
| 6M | +34.3% | +11.8% | +22.5% | +32.5% |
| YTD | +39.7% | +30.4% | +9.3% | +36.6% |
| 1Y | +40.2% | +19.1% | +21.1% | +37.6% |
| 3Y | +77.1% | +30.2% | +47.0% | +73.9% |
| All | +77.1% | +29.5% | +47.6% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling