+671.4%
MSI vs CVE
+132.7%
+538.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +7.4% | -10.0% | +17.4% | +8.7% |
| 30D | +18.7% | -11.9% | +30.6% | +20.4% |
| 3M | +14.5% | -5.9% | +20.4% | +15.0% |
| 6M | +38.1% | -1.6% | +39.7% | +37.6% |
| YTD | +38.7% | +66.3% | -27.6% | +28.8% |
| 1Y | +35.4% | +57.5% | -22.1% | +26.5% |
| 3Y | +75.1% | +65.4% | +9.7% | +60.0% |
| 5Y | +126.4% | +144.2% | -17.8% | +91.9% |
| 10Y | +671.4% | +135.5% | +535.9% | +434.2% |
| All | +671.4% | +132.7% | +538.7% | +434.2% |
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