+6.8%
CI vs MSI
+70.3%
-63.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.3% | -3.7% | +5.0% | +1.7% |
| 30D | +4.4% | +6.8% | -2.4% | +3.6% |
| 3M | +0.7% | +14.3% | -13.6% | -0.8% |
| 6M | +0.3% | -1.6% | +1.9% | +0.4% |
| YTD | +3.8% | +22.8% | -19.0% | +1.1% |
| 1Y | -5.5% | -1.1% | -4.4% | -5.0% |
| All | +6.8% | +70.3% | -63.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling