+102.8%
MSI vs CVE
+317.2%
-214.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | +6.8% | +16.7% | -9.9% | +5.3% |
| 3M | +14.3% | +9.3% | +5.0% | +13.2% |
| 6M | -1.6% | +43.6% | -45.2% | -5.4% |
| YTD | +22.8% | +93.6% | -70.8% | +14.1% |
| 1Y | -1.1% | +98.8% | -99.9% | -8.6% |
| 3Y | +70.5% | +73.6% | -3.1% | +57.3% |
| All | +102.8% | +317.2% | -214.5% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling