+15.0%
CI vs MSI
+37.5%
-22.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | -1.3% | +7.7% | -9.0% | -2.1% |
| 30D | +6.4% | +19.9% | -13.5% | +4.3% |
| 3M | +10.7% | +14.9% | -4.3% | +9.0% |
| 6M | +5.5% | +37.2% | -31.8% | +3.2% |
| YTD | +11.4% | +40.8% | -29.4% | +11.0% |
| 1Y | +15.0% | +38.1% | -23.1% | +16.2% |
| All | +15.0% | +37.5% | -22.5% | +16.2% |
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 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