+73.1%
CME vs MSI
+124.3%
-51.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.9% | +3.2% | +0.7% | +3.2% |
| 30D | +11.3% | +17.6% | -6.3% | +7.3% |
| 3M | +19.6% | +14.5% | +5.0% | +15.9% |
| 6M | +8.1% | +34.3% | -26.2% | +0.8% |
| YTD | +20.4% | +39.7% | -19.3% | +10.9% |
| 1Y | +16.5% | +40.2% | -23.7% | +7.2% |
| 3Y | +66.4% | +77.1% | -10.7% | +39.7% |
| All | +73.1% | +124.3% | -51.2% | +32.5% |
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