+89.6%
MA vs CI
+53.6%
+36.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | 0.0% |
| 7D | +1.8% | +2.6% | -0.8% | +1.3% |
| 30D | +11.8% | +7.3% | +4.5% | +10.4% |
| 3M | +17.2% | +9.5% | +7.7% | +15.2% |
| 6M | +33.4% | +6.4% | +27.0% | +31.5% |
| YTD | +16.1% | +12.0% | +4.1% | +13.2% |
| 1Y | +19.9% | +20.1% | -0.2% | +15.3% |
| 3Y | +70.1% | +9.6% | +60.5% | +62.7% |
| 5Y | +89.6% | +52.7% | +36.9% | +47.4% |
| All | +89.6% | +53.6% | +36.0% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling