+118.9%
MSI vs CVE
+142.8%
-23.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.7% | -16.1% | +20.8% | +6.3% |
| 30D | +14.8% | -10.4% | +25.1% | +15.8% |
| 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% | +27.0% |
| 1Y | +33.8% | +66.0% | -32.3% | +25.4% |
| 3Y | +74.4% | +57.7% | +16.8% | +61.5% |
| All | +118.9% | +142.8% | -23.9% | +86.5% |
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