+102.8%
MSI vs CNH
+11.5%
+91.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.5% |
| 7D | -3.7% | +23.3% | -27.0% | -7.2% |
| 30D | +6.8% | +33.5% | -26.6% | +1.5% |
| 3M | +14.3% | +32.7% | -18.4% | +8.4% |
| 6M | -1.6% | +22.2% | -23.7% | -5.6% |
| YTD | +22.8% | +57.7% | -34.9% | +12.3% |
| 1Y | -1.1% | +28.0% | -29.1% | -6.3% |
| 3Y | +70.5% | +11.5% | +58.9% | +63.6% |
| All | +102.8% | +11.5% | +91.3% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling