+10.1%
CME vs MSI
-2.0%
+12.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.9% | -5.8% | +2.9% | -2.3% |
| 30D | +5.5% | -1.0% | +6.5% | +5.6% |
| 3M | +11.0% | +14.2% | -3.2% | +9.5% |
| 6M | -9.7% | +1.0% | -10.7% | -10.1% |
| YTD | +4.9% | +21.5% | -16.6% | +4.5% |
| 1Y | +10.1% | -2.1% | +12.2% | +8.4% |
| All | +10.1% | -2.0% | +12.1% | +8.4% |
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