+517.0%
MA vs CI
+146.1%
+370.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +1.5% | +4.4% | -2.9% | 0.0% |
| 3M | +20.4% | +0.7% | +19.8% | +19.7% |
| 6M | +11.1% | +0.3% | +10.8% | +10.3% |
| YTD | +2.0% | +3.8% | -1.9% | -0.3% |
| 1Y | -2.2% | -5.5% | +3.3% | -2.2% |
| 3Y | +41.9% | +8.1% | +33.8% | +29.7% |
| 5Y | +75.4% | +42.8% | +32.6% | +38.8% |
| All | +517.0% | +146.1% | +370.9% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling