+962.6%
MSI vs CNI
+6,541.6%
-5,579.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -3.7% | -2.1% | -1.6% | -2.8% |
| 30D | +6.8% | -3.3% | +10.1% | +8.3% |
| 3M | +14.3% | +3.8% | +10.5% | +12.0% |
| 6M | -1.6% | +12.7% | -14.2% | -7.6% |
| YTD | +22.8% | +26.3% | -3.5% | +9.1% |
| 1Y | -1.1% | +29.9% | -31.0% | -13.6% |
| 3Y | +70.5% | +15.9% | +54.5% | +53.7% |
| 5Y | +102.8% | +6.9% | +95.9% | +88.5% |
| 10Y | +597.4% | +126.8% | +470.6% | +341.9% |
| All | +962.6% | +6,541.6% | -5,579.0% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling