+46.2%
MSFT vs CI
+7.2%
+39.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -1.3% | +1.2% | -2.4% | -1.2% |
| 30D | -1.8% | +2.6% | -4.4% | -1.7% |
| 3M | +5.6% | +7.4% | -1.8% | +6.0% |
| 6M | +29.8% | -0.1% | +29.9% | +29.8% |
| YTD | +9.0% | +9.7% | -0.7% | +9.3% |
| 1Y | +4.9% | +12.1% | -7.2% | +5.3% |
| 3Y | +46.2% | +7.0% | +39.2% | +47.5% |
| All | +46.2% | +7.2% | +39.1% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling