+142,414.7%
MSFT vs CI
+8,198.1%
+134,216.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.8% |
| 7D | +2.3% | +2.6% | -0.3% | +1.7% |
| 30D | -0.4% | +7.3% | -7.7% | -2.1% |
| 3M | +5.6% | +9.5% | -3.9% | +3.2% |
| 6M | +29.0% | +6.4% | +22.5% | +26.3% |
| YTD | +10.9% | +12.0% | -1.1% | +6.8% |
| 1Y | +6.2% | +20.1% | -13.8% | +0.5% |
| 3Y | +47.6% | +9.6% | +38.0% | +38.3% |
| 5Y | +67.9% | +52.7% | +15.2% | +43.2% |
| 10Y | +922.9% | +150.3% | +772.6% | +653.3% |
| All | +142,414.7% | +8,198.1% | +134,216.6% | +43,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling