+145.1%
MS vs CI
+42.7%
+102.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | -0.3% | +4.4% | -4.7% | -0.9% |
| 3M | +0.3% | +0.7% | -0.4% | 0.0% |
| 6M | +31.3% | +0.3% | +31.0% | +30.7% |
| YTD | +24.7% | +3.8% | +20.8% | +23.4% |
| 1Y | +47.9% | -5.5% | +53.4% | +48.0% |
| 3Y | +178.3% | +8.1% | +170.2% | +162.0% |
| All | +145.1% | +42.7% | +102.4% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling