-1.1%
MSI vs CNI
+29.8%
-30.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -3.7% | -2.1% | -1.6% | -3.3% |
| 30D | +6.8% | -3.3% | +10.1% | +7.4% |
| 3M | +14.3% | +3.8% | +10.5% | +13.3% |
| 6M | -1.6% | +12.7% | -14.2% | -4.4% |
| YTD | +22.8% | +26.3% | -3.5% | +17.0% |
| 1Y | -1.1% | +29.9% | -31.0% | -5.4% |
| All | -1.1% | +29.8% | -30.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling