+595.0%
MSI vs CPB
-45.7%
+640.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -5.8% | -8.2% | +2.5% | -4.6% |
| 30D | -1.0% | -5.6% | +4.6% | -0.2% |
| 3M | +14.2% | +3.0% | +11.2% | +13.5% |
| 6M | +1.0% | -12.7% | +13.8% | +2.6% |
| YTD | +21.5% | -18.0% | +39.4% | +24.2% |
| 1Y | -2.1% | -31.7% | +29.6% | +2.6% |
| 3Y | +69.3% | -41.0% | +110.3% | +79.7% |
| 5Y | +99.3% | -38.4% | +137.7% | +110.2% |
| 10Y | +595.0% | -45.0% | +640.0% | +627.6% |
| All | +595.0% | -45.7% | +640.7% | +627.6% |
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