+17.1%
CI vs MSI
+36.7%
-19.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | +0.1% | +8.3% | -8.2% | -0.8% |
| 30D | +4.7% | +18.9% | -14.2% | +2.8% |
| 3M | +5.2% | +13.2% | -8.0% | +3.8% |
| 6M | +3.8% | +38.3% | -34.5% | +1.9% |
| YTD | +9.2% | +38.9% | -29.7% | +9.8% |
| All | +17.1% | +36.7% | -19.6% | +19.1% |
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