+553.7%
MS vs CI
+147.8%
+405.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.7% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | -0.7% | +7.3% | -8.0% | -3.4% |
| 3M | -12.4% | +9.5% | -21.9% | -15.5% |
| 6M | -1.7% | +6.4% | -8.2% | -4.9% |
| YTD | +8.0% | +12.0% | -4.0% | +2.1% |
| 1Y | +16.2% | +20.1% | -3.9% | +6.7% |
| 3Y | +171.3% | +9.6% | +161.7% | +142.1% |
| 5Y | +124.8% | +52.7% | +72.1% | +63.6% |
| 10Y | +553.7% | +150.3% | +403.4% | +270.7% |
| All | +553.7% | +147.8% | +405.8% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling