+40.2%
MSI vs CVE
+62.9%
-22.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +3.2% | +5.9% | -2.7% | +3.4% |
| 30D | +17.6% | -10.9% | +28.4% | +17.3% |
| 3M | +14.5% | -4.5% | +19.0% | +14.5% |
| 6M | +34.3% | -1.0% | +35.2% | +34.7% |
| YTD | +39.7% | +74.7% | -35.0% | +38.3% |
| 1Y | +40.2% | +65.8% | -25.7% | +37.8% |
| All | +40.2% | +62.9% | -22.7% | +37.8% |
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