+14.1%
CME vs MSI
+36.7%
-22.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.8% |
| 7D | -0.6% | +8.3% | -8.9% | -1.8% |
| 30D | +8.5% | +18.9% | -10.3% | +5.7% |
| 3M | +16.0% | +13.2% | +2.8% | +13.8% |
| 6M | +9.3% | +38.3% | -28.9% | +4.2% |
| YTD | +15.3% | +38.9% | -23.6% | +12.6% |
| All | +14.1% | +36.7% | -22.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling