+121.6%
MSI vs CVE
+148.3%
-26.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.8% | +4.3% |
| 7D | +5.1% | -14.1% | +19.1% | +6.4% |
| 30D | +13.3% | -11.6% | +24.9% | +14.4% |
| 3M | +18.3% | 0.0% | +18.3% | +18.0% |
| 6M | +18.7% | -8.4% | +27.1% | +19.2% |
| YTD | +36.0% | +65.9% | -29.9% | +27.6% |
| 1Y | +32.6% | +69.4% | -36.8% | +24.0% |
| 3Y | +78.3% | +55.9% | +22.4% | +65.3% |
| 5Y | +121.6% | +146.2% | -24.6% | +85.9% |
| All | +121.6% | +148.3% | -26.7% | +85.9% |
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