+13.5%
MS vs CI
+15.7%
-2.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -3.8% | +5.4% | -9.2% | -4.1% |
| 3M | -14.6% | +7.3% | -21.9% | -15.0% |
| 6M | -5.1% | +5.3% | -10.4% | -5.8% |
| YTD | +4.5% | +8.5% | -4.0% | +4.0% |
| 1Y | +13.5% | +17.1% | -3.6% | +14.5% |
| All | +13.5% | +15.7% | -2.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling