+889.6%
MSFT vs CI
+141.5%
+748.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.7% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | -1.0% | -1.8% | +0.8% | -0.6% |
| 3M | +20.2% | -4.2% | +24.4% | +21.1% |
| 6M | +21.3% | +2.7% | +18.6% | +19.3% |
| YTD | +2.8% | +1.9% | +0.9% | +1.0% |
| 1Y | 0.0% | -6.3% | +6.2% | -0.2% |
| 3Y | +51.2% | +3.9% | +47.4% | +40.1% |
| 5Y | +71.4% | +41.9% | +29.6% | +37.7% |
| All | +889.6% | +141.5% | +748.1% | +584.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling