+671.3%
MSI vs CP
+251.7%
+419.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.7% | -0.7% | +8.4% | +8.0% |
| 30D | +19.9% | +9.6% | +10.3% | +15.5% |
| 3M | +14.9% | +2.2% | +12.7% | +13.6% |
| 6M | +37.2% | +11.1% | +26.1% | +30.8% |
| YTD | +40.8% | +28.2% | +12.6% | +25.7% |
| 1Y | +38.1% | +32.2% | +6.0% | +21.6% |
| 3Y | +77.7% | +35.5% | +42.2% | +49.8% |
| 5Y | +129.0% | +26.8% | +102.2% | +96.2% |
| 10Y | +671.3% | +256.9% | +414.3% | +349.8% |
| All | +671.3% | +251.7% | +419.6% | +349.8% |
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