+663.4%
MSI vs CPB
-38.9%
+702.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | +3.2% | -1.6% | +4.8% | +3.4% |
| 30D | +17.6% | +19.2% | -1.6% | +14.7% |
| 3M | +14.5% | -0.9% | +15.5% | +14.4% |
| 6M | +34.3% | +15.2% | +19.0% | +31.2% |
| YTD | +39.7% | -13.1% | +52.8% | +41.5% |
| 1Y | +40.2% | -22.4% | +62.6% | +44.1% |
| 3Y | +77.1% | -35.3% | +112.5% | +85.3% |
| 5Y | +124.0% | -33.0% | +157.0% | +133.3% |
| All | +663.4% | -38.9% | +702.3% | +666.7% |
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