+1,763.9%
MSI vs CVE
+62.8%
+1,701.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.8% | +4.4% |
| 7D | +5.1% | -14.1% | +19.1% | +7.3% |
| 30D | +13.3% | -11.6% | +24.9% | +15.2% |
| 3M | +18.3% | 0.0% | +18.3% | +17.9% |
| 6M | +18.7% | -8.4% | +27.1% | +19.4% |
| YTD | +36.0% | +65.9% | -29.9% | +24.5% |
| 1Y | +32.6% | +69.4% | -36.8% | +20.8% |
| 3Y | +78.3% | +55.9% | +22.4% | +61.6% |
| 5Y | +121.6% | +146.2% | -24.6% | +81.2% |
| 10Y | +689.0% | +140.6% | +548.4% | +459.9% |
| All | +1,763.9% | +62.8% | +1,701.1% | +1,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling