+1,627.9%
MSI vs CPAY
+1,524.4%
+103.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -4.0% | -2.5% | -1.5% | -3.3% |
| 30D | -0.5% | +1.3% | -1.8% | -0.9% |
| 3M | +11.4% | +13.5% | -2.1% | +7.1% |
| 6M | +1.0% | +24.7% | -23.7% | -6.6% |
| YTD | +20.7% | +34.9% | -14.3% | +7.7% |
| 1Y | -2.7% | +29.7% | -32.4% | -12.5% |
| 3Y | +68.2% | +49.4% | +18.8% | +40.0% |
| 5Y | +100.0% | +53.5% | +46.5% | +61.1% |
| 10Y | +596.9% | +152.5% | +444.4% | +361.7% |
| All | +1,627.9% | +1,524.4% | +103.5% | +568.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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