+6,781.2%
CME vs MSI
+1,791.8%
+4,989.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.6% | -3.7% | +2.1% | -0.2% |
| 30D | +6.2% | +6.8% | -0.6% | +3.3% |
| 3M | +10.4% | +14.3% | -3.9% | +4.5% |
| 6M | -9.5% | -1.6% | -8.0% | -9.8% |
| YTD | +6.0% | +22.8% | -16.8% | -3.1% |
| 1Y | +9.3% | -1.1% | +10.4% | +8.1% |
| 3Y | +57.7% | +70.5% | -12.8% | +23.7% |
| 5Y | +77.7% | +102.8% | -25.1% | +27.6% |
| 10Y | +281.2% | +597.4% | -316.2% | +64.9% |
| All | +6,781.2% | +1,791.8% | +4,989.4% | +1,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling