+13,824.2%
MA vs CI
+919.9%
+12,904.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | +1.5% | +4.4% | -2.9% | -0.1% |
| 3M | +20.4% | +0.7% | +19.8% | +19.7% |
| 6M | +11.1% | +0.3% | +10.8% | +10.2% |
| YTD | +2.0% | +3.8% | -1.9% | -0.4% |
| 1Y | -2.2% | -5.5% | +3.3% | -2.2% |
| 3Y | +41.9% | +8.1% | +33.8% | +30.2% |
| 5Y | +75.4% | +42.8% | +32.6% | +42.0% |
| 10Y | +527.5% | +143.9% | +383.7% | +295.7% |
| All | +13,824.2% | +919.9% | +12,904.3% | +4,247.6% |
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