+2,301.6%
MS vs CNI
+6,784.8%
-4,483.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +1.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -0.9% | +8.0% | -8.9% | -7.0% |
| 3M | -13.0% | +1.0% | -14.0% | -14.0% |
| 6M | -2.0% | +15.2% | -17.2% | -13.6% |
| YTD | +7.8% | +30.9% | -23.1% | -16.0% |
| 1Y | +17.9% | +36.2% | -18.3% | -11.3% |
| 3Y | +174.8% | +22.6% | +152.2% | +120.1% |
| 5Y | +119.9% | +6.4% | +113.5% | +94.3% |
| 10Y | +578.8% | +142.0% | +436.9% | +190.4% |
| All | +2,301.6% | +6,784.8% | -4,483.1% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling