+674.5%
MSI vs CP
+261.0%
+413.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.8% |
| 7D | +8.3% | +2.8% | +5.6% | +7.1% |
| 30D | +18.9% | +11.3% | +7.5% | +13.8% |
| 3M | +13.2% | +2.9% | +10.4% | +11.7% |
| 6M | +38.3% | +9.8% | +28.5% | +32.4% |
| YTD | +38.9% | +28.5% | +10.3% | +23.9% |
| 1Y | +36.7% | +33.5% | +3.2% | +19.9% |
| 3Y | +76.6% | +31.9% | +44.6% | +50.8% |
| 5Y | +124.5% | +25.5% | +99.0% | +93.3% |
| 10Y | +674.5% | +257.6% | +416.9% | +357.3% |
| All | +674.5% | +261.0% | +413.5% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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