+920.4%
MSFT vs CI
+158.0%
+762.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.6% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | +1.9% | +4.7% | -2.8% | +0.6% |
| 3M | +9.2% | +5.2% | +4.0% | +7.6% |
| 6M | +31.9% | +3.8% | +28.1% | +29.6% |
| YTD | +13.4% | +9.2% | +4.2% | +9.4% |
| 1Y | +10.6% | +14.3% | -3.6% | +5.1% |
| 3Y | +54.7% | +8.4% | +46.2% | +42.2% |
| 5Y | +69.1% | +50.0% | +19.0% | +33.9% |
| 10Y | +920.4% | +142.2% | +778.2% | +587.5% |
| All | +920.4% | +158.0% | +762.3% | +587.5% |
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