+666.9%
MSI vs CP
+253.8%
+413.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +4.7% | +2.8% | +1.9% | +3.5% |
| 30D | +14.8% | +10.2% | +4.5% | +10.3% |
| 3M | +8.8% | +2.4% | +6.5% | +7.5% |
| 6M | +19.3% | +7.7% | +11.6% | +15.1% |
| YTD | +35.3% | +26.0% | +9.3% | +21.7% |
| 1Y | +33.8% | +34.6% | -0.9% | +16.8% |
| 3Y | +74.4% | +26.7% | +47.8% | +51.6% |
| 5Y | +120.5% | +24.9% | +95.6% | +90.1% |
| All | +666.9% | +253.8% | +413.1% | +358.5% |
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