+133,470.8%
MSFT vs CI
+7,591.2%
+125,879.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | +2.7% | +4.4% | -1.7% | +1.6% |
| 3M | +17.0% | +0.7% | +16.3% | +16.4% |
| 6M | +23.8% | +0.3% | +23.5% | +22.8% |
| YTD | +4.0% | +3.8% | +0.2% | +2.1% |
| 1Y | -0.8% | -5.5% | +4.7% | -1.1% |
| 3Y | +55.6% | +8.1% | +47.5% | +46.1% |
| 5Y | +72.9% | +42.8% | +30.1% | +49.7% |
| 10Y | +875.8% | +143.9% | +731.9% | +623.2% |
| All | +133,470.8% | +7,591.2% | +125,879.5% | +41,109.2% |
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