+803.2%
MS vs CNI
+129.7%
+673.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.0% |
| 30D | 0.0% | -2.1% | +2.1% | +1.5% |
| 3M | +3.0% | +1.8% | +1.2% | +0.9% |
| 6M | +35.7% | +14.8% | +20.9% | +21.0% |
| YTD | +23.3% | +25.4% | -2.1% | +2.0% |
| 1Y | +44.7% | +32.9% | +11.8% | +14.0% |
| 3Y | +178.0% | +20.2% | +157.8% | +131.1% |
| 5Y | +143.2% | +12.2% | +131.0% | +108.0% |
| 10Y | +803.2% | +136.0% | +667.2% | +311.2% |
| All | +803.2% | +129.7% | +673.5% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling