+4,280.0%
MSI vs CP
+7,734.8%
-3,454.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +8.8% | +2.4% | +6.5% | +7.6% |
| 6M | +19.3% | +7.7% | +11.6% | +15.3% |
| YTD | +35.3% | +26.0% | +9.3% | +22.6% |
| 1Y | +33.8% | +34.6% | -0.9% | +18.0% |
| 3Y | +74.4% | +26.7% | +47.8% | +54.0% |
| 5Y | +120.5% | +24.9% | +95.6% | +94.0% |
| 10Y | +685.2% | +258.6% | +426.6% | +347.9% |
| All | +4,280.0% | +7,734.8% | -3,454.8% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling