+595.0%
MSI vs CP
+219.6%
+375.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -5.8% | +2.4% | -8.2% | -6.7% |
| 30D | -1.0% | -0.5% | -0.4% | -0.9% |
| 3M | +14.2% | +1.4% | +12.7% | +13.1% |
| 6M | +1.0% | +10.3% | -9.3% | -3.6% |
| YTD | +21.5% | +24.3% | -2.8% | +10.0% |
| 1Y | -2.1% | +20.4% | -22.6% | -10.3% |
| 3Y | +69.3% | +21.8% | +47.5% | +50.1% |
| 5Y | +99.3% | +31.5% | +67.8% | +67.9% |
| 10Y | +595.0% | +223.2% | +371.8% | +314.7% |
| All | +595.0% | +219.6% | +375.4% | +314.7% |
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