+5,626.0%
MS vs CI
+6,916.7%
-1,290.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.9% | +2.5% |
| 7D | +2.6% | +3.5% | -0.9% | +0.9% |
| 30D | +2.6% | +12.6% | -10.0% | -3.7% |
| 3M | -10.1% | +12.1% | -22.1% | -15.7% |
| 6M | +4.4% | +10.6% | -6.2% | -2.4% |
| YTD | +11.7% | +12.8% | -1.1% | +2.8% |
| 1Y | +20.9% | +18.0% | +2.9% | +8.3% |
| 3Y | +177.1% | +4.2% | +172.9% | +145.0% |
| 5Y | +127.7% | +57.2% | +70.5% | +55.8% |
| 10Y | +684.1% | +179.3% | +504.7% | +263.4% |
| All | +5,626.0% | +6,916.7% | -1,290.6% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling