+554.8%
MA vs CI
+158.0%
+396.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +11.3% | +4.7% | +6.7% | +9.6% |
| 3M | +16.7% | +5.2% | +11.4% | +14.6% |
| 6M | +32.8% | +3.8% | +29.0% | +30.4% |
| YTD | +15.6% | +9.2% | +6.4% | +11.1% |
| 1Y | +19.6% | +14.3% | +5.3% | +13.1% |
| 3Y | +72.1% | +8.4% | +63.7% | +57.9% |
| 5Y | +96.0% | +50.0% | +46.0% | +52.2% |
| 10Y | +554.8% | +142.2% | +412.6% | +325.3% |
| All | +554.8% | +158.0% | +396.7% | +325.3% |
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