+3,874.2%
MSI vs CP
+7,669.4%
-3,795.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | +6.8% | +0.2% | +6.7% | +6.6% |
| 3M | +14.3% | +2.6% | +11.7% | +12.8% |
| 6M | -1.6% | +6.0% | -7.5% | -4.3% |
| YTD | +22.8% | +24.9% | -2.1% | +11.8% |
| 1Y | -1.1% | +20.1% | -21.2% | -8.7% |
| 3Y | +70.5% | +16.4% | +54.1% | +55.7% |
| 5Y | +102.8% | +31.7% | +71.1% | +74.8% |
| 10Y | +597.4% | +223.9% | +373.6% | +313.2% |
| All | +3,874.2% | +7,669.4% | -3,795.2% | +635.2% |
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