+14,854.2%
MO vs CI
+7,591.2%
+7,262.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +0.6% | +4.4% | -3.8% | -0.2% |
| 3M | -1.0% | +0.7% | -1.6% | -1.2% |
| 6M | +4.3% | +0.3% | +4.0% | +4.0% |
| YTD | +23.3% | +3.8% | +19.5% | +21.8% |
| 1Y | +10.5% | -5.5% | +15.9% | +10.9% |
| 3Y | +96.3% | +8.1% | +88.1% | +89.5% |
| 5Y | +98.9% | +42.8% | +56.1% | +80.2% |
| 10Y | +103.6% | +143.9% | -40.3% | +62.2% |
| All | +14,854.2% | +7,591.2% | +7,262.9% | +4,580.7% |
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