+870.9%
MSI vs CNH
+64.7%
+806.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.8% |
| 7D | -3.7% | +23.3% | -27.0% | -8.5% |
| 30D | +6.8% | +33.5% | -26.6% | -0.6% |
| 3M | +14.3% | +32.7% | -18.4% | +6.2% |
| 6M | -1.6% | +22.2% | -23.7% | -7.3% |
| YTD | +22.8% | +57.7% | -34.9% | +8.4% |
| 1Y | -1.1% | +28.0% | -29.1% | -8.4% |
| 3Y | +70.5% | +11.5% | +58.9% | +58.5% |
| 5Y | +102.8% | +11.9% | +90.9% | +83.6% |
| 10Y | +597.4% | +162.8% | +434.6% | +377.1% |
| All | +870.9% | +64.7% | +806.3% | +578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling