+885.0%
MSFT vs CI
+143.6%
+741.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -2.7% | +0.5% | -3.1% | -2.8% |
| 3M | +22.1% | -5.2% | +27.3% | +23.4% |
| 6M | +20.6% | +4.3% | +16.2% | +18.2% |
| YTD | +2.3% | +2.8% | -0.5% | +0.3% |
| 1Y | -0.5% | -5.8% | +5.3% | -0.8% |
| 3Y | +50.5% | +4.7% | +45.8% | +39.2% |
| 5Y | +72.3% | +42.7% | +29.7% | +38.3% |
| 10Y | +885.0% | +141.0% | +744.1% | +579.4% |
| All | +885.0% | +143.6% | +741.4% | +579.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling