+112.4%
MS vs CNI
+2.7%
+109.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -3.8% | +7.2% | -11.0% | -7.3% |
| 3M | -14.6% | -1.3% | -13.3% | -14.1% |
| 6M | -5.1% | +11.8% | -16.9% | -11.4% |
| YTD | +4.5% | +27.7% | -23.1% | -10.8% |
| 1Y | +13.5% | +33.5% | -19.9% | -6.0% |
| 3Y | +160.4% | +19.3% | +141.1% | +126.4% |
| All | +112.4% | +2.7% | +109.8% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling