+49.3%
CI vs MSI
+126.2%
-76.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | +4.9% | +18.1% | -13.3% | +1.0% |
| 3M | +7.4% | +13.2% | -5.8% | +4.4% |
| 6M | +0.4% | +36.3% | -35.9% | -6.5% |
| YTD | +9.5% | +39.5% | -30.0% | +0.7% |
| 1Y | +12.0% | +36.9% | -24.9% | +3.5% |
| 3Y | +7.1% | +76.1% | -69.0% | -9.6% |
| 5Y | +49.3% | +123.7% | -74.4% | +12.7% |
| All | +49.3% | +126.2% | -76.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling