+16,970.1%
MO vs CI
+8,152.1%
+8,817.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +8.0% | +6.4% | +1.6% | +6.7% |
| 3M | +20.9% | +10.7% | +10.2% | +18.5% |
| 6M | +16.3% | +5.5% | +10.8% | +14.9% |
| YTD | +40.7% | +11.4% | +29.3% | +37.1% |
| 1Y | +41.5% | +15.0% | +26.4% | +36.9% |
| 3Y | +141.5% | +9.0% | +132.6% | +132.9% |
| 5Y | +153.1% | +52.0% | +101.1% | +126.6% |
| 10Y | +149.3% | +150.9% | -1.6% | +97.5% |
| All | +16,970.1% | +8,152.1% | +8,817.9% | +5,167.6% |
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