+15,614.6%
MA vs CI
+965.7%
+14,648.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.9% |
| 30D | +14.7% | +5.4% | +9.3% | +12.5% |
| 3M | +13.5% | +7.3% | +6.2% | +10.5% |
| 6M | +33.1% | +5.3% | +27.8% | +29.9% |
| YTD | +15.1% | +8.5% | +6.6% | +10.6% |
| 1Y | +18.7% | +17.1% | +1.6% | +10.9% |
| 3Y | +72.1% | +1.4% | +70.7% | +62.0% |
| 5Y | +92.8% | +50.5% | +42.3% | +53.2% |
| 10Y | +571.6% | +168.5% | +403.1% | +309.4% |
| All | +15,614.6% | +965.7% | +14,648.9% | +4,725.9% |
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