+674.5%
MSI vs CPB
-39.9%
+714.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +8.3% | +3.3% | +5.1% | +7.8% |
| 30D | +18.9% | +19.0% | -0.1% | +16.0% |
| 3M | +13.2% | +0.4% | +12.8% | +12.9% |
| 6M | +38.3% | +13.0% | +25.3% | +35.5% |
| YTD | +38.9% | -12.7% | +51.6% | +40.5% |
| 1Y | +36.7% | -20.9% | +57.6% | +40.1% |
| 3Y | +76.6% | -35.4% | +111.9% | +84.7% |
| 5Y | +124.5% | -32.3% | +156.8% | +133.4% |
| 10Y | +674.5% | -40.5% | +715.1% | +690.8% |
| All | +674.5% | -39.9% | +714.5% | +690.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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