+144.8%
MS vs CNI
+10.8%
+134.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +2.5% | +1.9% | +0.5% | +1.4% |
| 30D | 0.0% | -3.0% | +3.0% | +1.6% |
| 3M | +2.4% | +2.2% | +0.3% | +0.7% |
| 6M | +36.4% | +16.3% | +20.1% | +24.0% |
| YTD | +23.8% | +25.7% | -1.8% | +6.8% |
| 1Y | +48.6% | +30.4% | +18.2% | +24.9% |
| 3Y | +179.1% | +20.4% | +158.7% | +141.6% |
| 5Y | +144.8% | +10.4% | +134.4% | +120.3% |
| All | +144.8% | +10.8% | +134.0% | +120.3% |
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