-2.6%
MSI vs CPB
-33.6%
+31.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.3% |
| 7D | -1.8% | -5.4% | +3.6% | -1.2% |
| 30D | -0.6% | -7.8% | +7.2% | +0.2% |
| 3M | +13.0% | -6.9% | +20.0% | +13.5% |
| 6M | +0.5% | -12.2% | +12.7% | +0.8% |
| YTD | +21.7% | -21.1% | +42.8% | +22.4% |
| 1Y | -2.6% | -33.5% | +30.9% | -1.6% |
| All | -2.6% | -33.6% | +31.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling