+4,280.0%
MSI vs CPB
+360.6%
+3,919.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.7% | +8.0% | -3.3% | +2.8% |
| 30D | +14.8% | +22.4% | -7.6% | +9.4% |
| 3M | +8.8% | +2.5% | +6.3% | +7.8% |
| 6M | +19.3% | +12.2% | +7.1% | +15.5% |
| YTD | +35.3% | -12.8% | +48.1% | +38.0% |
| 1Y | +33.8% | -19.2% | +52.9% | +38.6% |
| 3Y | +74.4% | -35.6% | +110.0% | +87.7% |
| 5Y | +120.5% | -31.4% | +151.9% | +131.8% |
| 10Y | +685.2% | -37.9% | +723.1% | +712.2% |
| All | +4,280.0% | +360.6% | +3,919.4% | +2,353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling