+146.7%
CI vs MSI
+595.6%
-449.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +1.3% | -3.7% | +5.0% | +2.7% |
| 30D | +4.4% | +6.8% | -2.4% | +1.8% |
| 3M | +0.7% | +14.3% | -13.6% | -4.5% |
| 6M | +0.3% | -1.6% | +1.9% | +0.2% |
| YTD | +3.8% | +22.8% | -19.0% | -5.1% |
| 1Y | -5.5% | -1.1% | -4.4% | -6.2% |
| 3Y | +8.1% | +70.5% | -62.4% | -16.3% |
| 5Y | +42.8% | +102.8% | -60.0% | +0.1% |
| All | +146.7% | +595.6% | -449.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling