+671.4%
MSI vs CPB
-40.9%
+712.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +7.4% | +2.9% | +4.5% | +7.0% |
| 30D | +18.7% | +17.6% | +1.1% | +16.0% |
| 3M | +14.5% | +2.0% | +12.4% | +13.9% |
| 6M | +38.1% | +11.6% | +26.5% | +35.5% |
| YTD | +38.7% | -13.8% | +52.5% | +40.6% |
| 1Y | +35.4% | -21.6% | +57.0% | +39.0% |
| 3Y | +75.1% | -35.8% | +110.9% | +83.4% |
| 5Y | +126.4% | -33.3% | +159.7% | +135.9% |
| 10Y | +671.4% | -39.4% | +710.8% | +675.9% |
| All | +671.4% | -40.9% | +712.3% | +675.9% |
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