+662.2%
MSI vs CVE
+147.6%
+514.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +2.6% | +4.6% | -2.0% | +2.0% |
| 30D | +18.1% | -12.0% | +30.1% | +19.8% |
| 3M | +13.2% | -3.8% | +17.0% | +13.4% |
| 6M | +36.3% | -2.7% | +39.0% | +36.0% |
| YTD | +39.5% | +73.6% | -34.1% | +28.9% |
| 1Y | +36.9% | +62.0% | -25.1% | +27.5% |
| 3Y | +76.1% | +72.7% | +3.4% | +60.1% |
| 5Y | +123.7% | +153.9% | -30.2% | +88.7% |
| All | +662.2% | +147.6% | +514.6% | +425.4% |
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