+71.0%
CME vs MSI
+118.7%
-47.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | +0.9% | +4.7% | -3.8% | -0.2% |
| 30D | +13.2% | +14.8% | -1.6% | +9.7% |
| 3M | +16.3% | +8.8% | +7.5% | +14.0% |
| 6M | +7.1% | +19.3% | -12.2% | +2.6% |
| YTD | +15.8% | +35.3% | -19.5% | +7.4% |
| 1Y | +17.1% | +33.8% | -16.7% | +8.9% |
| 3Y | +63.2% | +74.4% | -11.3% | +37.2% |
| All | +71.0% | +118.7% | -47.7% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling