+3,874.2%
MSI vs CPB
+325.7%
+3,548.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.1% |
| 7D | -3.7% | -8.6% | +4.9% | -1.8% |
| 30D | +6.8% | -7.2% | +14.1% | +8.5% |
| 3M | +14.3% | +0.9% | +13.4% | +13.7% |
| 6M | -1.6% | -11.8% | +10.2% | +0.7% |
| YTD | +22.8% | -19.4% | +42.2% | +27.9% |
| 1Y | -1.1% | -30.4% | +29.3% | +6.3% |
| 3Y | +70.5% | -40.2% | +110.6% | +86.9% |
| 5Y | +102.8% | -39.5% | +142.3% | +120.0% |
| 10Y | +597.4% | -47.4% | +644.8% | +653.5% |
| All | +3,874.2% | +325.7% | +3,548.5% | +2,172.8% |
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 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