+282.1%
CME vs MSI
+590.9%
-308.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.9% | -5.8% | +2.9% | -0.7% |
| 30D | +5.5% | -1.0% | +6.5% | +5.8% |
| 3M | +11.0% | +14.2% | -3.2% | +5.2% |
| 6M | -9.7% | +1.0% | -10.7% | -10.8% |
| YTD | +4.9% | +21.5% | -16.6% | -3.7% |
| 1Y | +10.1% | -2.1% | +12.2% | +9.6% |
| 3Y | +53.5% | +69.3% | -15.8% | +18.7% |
| 5Y | +77.2% | +99.3% | -22.1% | +24.4% |
| 10Y | +282.1% | +595.0% | -312.9% | +82.3% |
| All | +282.1% | +590.9% | -308.8% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling