+138.1%
CMS vs MSI
+670.3%
-532.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.5% | +7.4% | -6.9% | -1.5% |
| 30D | +7.4% | +18.7% | -11.3% | +2.3% |
| 3M | +1.9% | +14.5% | -12.6% | -2.1% |
| 6M | -2.3% | +38.1% | -40.4% | -11.3% |
| YTD | +3.0% | +38.7% | -35.8% | -7.1% |
| 1Y | -2.8% | +35.4% | -38.2% | -11.7% |
| 3Y | +37.9% | +75.1% | -37.2% | +13.7% |
| 5Y | +34.0% | +126.4% | -92.4% | +0.2% |
| 10Y | +138.1% | +671.4% | -533.3% | +38.7% |
| All | +138.1% | +670.3% | -532.2% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling