+112.4%
MS vs CI
+49.9%
+62.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -3.8% | +5.4% | -9.2% | -4.5% |
| 3M | -14.6% | +7.3% | -21.9% | -15.5% |
| 6M | -5.1% | +5.3% | -10.4% | -6.1% |
| YTD | +4.5% | +8.5% | -4.0% | +2.8% |
| 1Y | +13.5% | +17.1% | -3.6% | +10.2% |
| 3Y | +160.4% | +1.4% | +159.0% | +154.4% |
| All | +112.4% | +49.9% | +62.6% | +69.8% |
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