+161.8%
MS vs CI
+2.7%
+159.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.9% |
| 7D | -3.4% | +1.0% | -4.4% | -3.4% |
| 30D | -3.9% | +9.9% | -13.8% | -4.2% |
| 3M | -15.9% | +12.1% | -28.0% | -16.3% |
| 6M | -2.5% | +10.6% | -13.1% | -3.0% |
| YTD | +5.1% | +11.4% | -6.3% | +4.6% |
| 1Y | +13.0% | +18.8% | -5.8% | +12.2% |
| All | +161.8% | +2.7% | +159.2% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling