+16,621.6%
MO vs CI
+7,992.0%
+8,629.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +5.8% | +4.7% | +1.1% | +4.8% |
| 3M | +12.7% | +5.2% | +7.5% | +11.6% |
| 6M | +14.8% | +3.8% | +11.0% | +13.8% |
| YTD | +37.8% | +9.2% | +28.6% | +34.8% |
| 1Y | +39.5% | +14.3% | +25.2% | +35.1% |
| 3Y | +136.1% | +8.4% | +127.6% | +127.9% |
| 5Y | +148.5% | +50.0% | +98.5% | +123.1% |
| 10Y | +135.5% | +142.2% | -6.7% | +87.9% |
| All | +16,621.6% | +7,992.0% | +8,629.6% | +5,080.6% |
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