+8,016.0%
CI vs MSI
+4,479.6%
+3,536.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -2.2% |
| 7D | +1.0% | +5.1% | -4.0% | -0.2% |
| 30D | +9.9% | +13.3% | -3.4% | +6.7% |
| 3M | +12.1% | +18.3% | -6.2% | +7.6% |
| 6M | +10.6% | +18.7% | -8.1% | +5.8% |
| YTD | +11.4% | +36.0% | -24.6% | +3.0% |
| 1Y | +18.8% | +32.6% | -13.8% | +10.4% |
| 3Y | +2.9% | +78.3% | -75.4% | -11.7% |
| 5Y | +54.5% | +121.6% | -67.1% | +24.8% |
| 10Y | +175.7% | +689.0% | -513.3% | +66.1% |
| All | +8,016.0% | +4,479.6% | +3,536.4% | +2,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling