+36.9%
MSI vs CPB
-25.8%
+62.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +2.6% | -5.8% | +8.4% | +3.2% |
| 30D | +18.1% | +16.5% | +1.7% | +16.3% |
| 3M | +13.2% | -1.1% | +14.3% | +13.2% |
| 6M | +36.3% | +11.5% | +24.8% | +35.0% |
| YTD | +39.5% | -15.7% | +55.3% | +38.2% |
| 1Y | +36.9% | -24.7% | +61.6% | +34.8% |
| All | +36.9% | -25.8% | +62.7% | +34.8% |
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 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