-0.6%
CMS vs MSI
+32.4%
-33.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.5% | +4.7% | -5.2% | -1.2% |
| 30D | +7.2% | +14.8% | -7.6% | +5.1% |
| 3M | -1.3% | +8.8% | -10.1% | -2.6% |
| 6M | -4.3% | +19.3% | -23.6% | -7.1% |
| YTD | +2.1% | +35.3% | -33.3% | -3.2% |
| 1Y | -0.6% | +33.8% | -34.4% | -6.3% |
| All | -0.6% | +32.4% | -33.0% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling