+12.0%
CI vs MSI
+36.2%
-24.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -1.7% | +2.6% | -4.3% | -2.0% |
| 30D | +4.9% | +18.1% | -13.3% | +3.0% |
| 3M | +7.4% | +13.2% | -5.8% | +5.9% |
| 6M | +0.4% | +36.3% | -35.9% | -1.6% |
| YTD | +9.5% | +39.5% | -30.0% | +9.2% |
| 1Y | +12.0% | +36.9% | -24.9% | +12.3% |
| All | +12.0% | +36.2% | -24.2% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling