+542.0%
MS vs CNI
+140.9%
+401.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +5.1% | +2.5% | +2.6% | +3.2% |
| 30D | +5.7% | +6.1% | -0.4% | +1.3% |
| 3M | -12.2% | +0.1% | -12.3% | -12.4% |
| 6M | -0.5% | +14.9% | -15.4% | -10.9% |
| YTD | +9.8% | +30.9% | -21.1% | -12.1% |
| 1Y | +17.7% | +33.9% | -16.2% | -7.6% |
| 3Y | +176.8% | +20.2% | +156.6% | +130.6% |
| 5Y | +123.7% | +8.2% | +115.5% | +99.3% |
| All | +542.0% | +140.9% | +401.1% | +188.9% |
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