+17.2%
CME vs MSI
+36.2%
-18.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.3% |
| 30D | +13.5% | +18.1% | -4.6% | +10.6% |
| 3M | +20.9% | +13.2% | +7.7% | +18.5% |
| 6M | +11.5% | +36.3% | -24.8% | +6.5% |
| YTD | +19.5% | +39.5% | -20.0% | +16.5% |
| 1Y | +17.2% | +36.9% | -19.7% | +11.6% |
| All | +17.2% | +36.2% | -18.9% | +11.6% |
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