+102.8%
MSI vs CNI
+11.3%
+91.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | -0.6% | -3.5% | +2.9% | +0.6% |
| 3M | +13.0% | +2.2% | +10.8% | +11.8% |
| 6M | +0.5% | +15.1% | -14.6% | -5.4% |
| YTD | +21.7% | +24.7% | -3.0% | +10.7% |
| 1Y | -2.6% | +33.4% | -36.0% | -14.1% |
| 3Y | +69.7% | +19.5% | +50.2% | +51.8% |
| 5Y | +102.8% | +12.6% | +90.2% | +88.3% |
| All | +102.8% | +11.3% | +91.5% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling