+6,288.2%
MS vs CI
+6,354.9%
-66.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +1.4% | +1.3% | +0.1% | +0.7% |
| 30D | -0.3% | +4.4% | -4.7% | -2.6% |
| 3M | +0.3% | +0.7% | -0.4% | -0.8% |
| 6M | +31.3% | +0.3% | +31.0% | +29.2% |
| YTD | +24.7% | +3.8% | +20.8% | +20.2% |
| 1Y | +47.9% | -5.5% | +53.4% | +46.3% |
| 3Y | +178.3% | +8.1% | +170.2% | +140.9% |
| 5Y | +144.9% | +42.8% | +102.1% | +76.6% |
| 10Y | +804.5% | +143.9% | +660.7% | +351.1% |
| All | +6,288.2% | +6,354.9% | -66.7% | +487.8% |
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 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