+27.5%
MSI vs CVE
+73.4%
-45.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.6% | +8.9% | +1.0% |
| 7D | +2.8% | -12.1% | +14.9% | +2.6% |
| 30D | +9.1% | -9.8% | +18.9% | +8.9% |
| 3M | +12.5% | -0.7% | +13.2% | +12.6% |
| 6M | +14.2% | -4.3% | +18.5% | +14.4% |
| YTD | +30.7% | +70.6% | -39.9% | +28.6% |
| 1Y | +27.5% | +73.2% | -45.6% | +25.5% |
| All | +27.5% | +73.4% | -45.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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