+114.8%
CMI vs MSI
+124.3%
-9.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.5% | +3.2% | -2.8% | -0.5% |
| 30D | -14.0% | +17.6% | -31.6% | -18.5% |
| 3M | -28.1% | +14.5% | -42.7% | -31.4% |
| 6M | -35.8% | +34.3% | -70.1% | -42.4% |
| YTD | -10.5% | +39.7% | -50.2% | -21.4% |
| 1Y | -1.9% | +40.2% | -42.0% | -14.0% |
| 3Y | +121.0% | +77.1% | +43.8% | +71.7% |
| All | +114.8% | +124.3% | -9.5% | +43.3% |
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