+666.9%
MSI vs CVE
+136.1%
+530.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.7% | -16.1% | +20.8% | +6.8% |
| 30D | +14.8% | -10.4% | +25.1% | +16.1% |
| 3M | +8.8% | -2.4% | +11.2% | +8.8% |
| 6M | +19.3% | -4.4% | +23.7% | +19.3% |
| YTD | +35.3% | +64.9% | -29.6% | +25.8% |
| 1Y | +33.8% | +66.0% | -32.3% | +24.1% |
| 3Y | +74.4% | +57.7% | +16.8% | +60.4% |
| 5Y | +120.5% | +144.7% | -24.2% | +86.8% |
| All | +666.9% | +136.1% | +530.8% | +431.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling