+15,692.2%
MA vs CI
+994.4%
+14,697.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | +3.2% | +1.0% | +2.2% | +2.8% |
| 30D | +15.9% | +9.9% | +6.1% | +12.1% |
| 3M | +15.2% | +12.1% | +3.1% | +10.4% |
| 6M | +32.4% | +10.6% | +21.8% | +26.9% |
| YTD | +15.6% | +11.4% | +4.2% | +10.1% |
| 1Y | +19.3% | +18.8% | +0.5% | +11.0% |
| 3Y | +73.0% | +2.9% | +70.1% | +62.1% |
| 5Y | +93.7% | +54.5% | +39.2% | +52.6% |
| 10Y | +575.0% | +175.7% | +399.2% | +307.7% |
| All | +15,692.2% | +994.4% | +14,697.8% | +4,705.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling