+142.2%
CI vs MSI
+689.5%
-547.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.3% |
| 7D | +0.1% | +8.3% | -8.2% | -2.8% |
| 30D | +4.7% | +18.9% | -14.2% | -1.7% |
| 3M | +5.2% | +13.2% | -8.0% | +0.5% |
| 6M | +3.8% | +38.3% | -34.5% | -8.2% |
| YTD | +9.2% | +38.9% | -29.7% | -4.5% |
| 1Y | +14.3% | +36.7% | -22.4% | +0.5% |
| 3Y | +8.4% | +76.6% | -68.1% | -16.2% |
| 5Y | +50.0% | +124.5% | -74.4% | +2.1% |
| 10Y | +142.2% | +674.5% | -532.3% | +8.2% |
| All | +142.2% | +689.5% | -547.3% | +8.2% |
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