+34.7%
CMS vs MSI
+118.7%
-84.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.3% | +4.7% | -6.0% | -2.3% |
| 30D | +6.3% | +14.8% | -8.4% | +3.1% |
| 3M | -2.1% | +8.8% | -10.9% | -4.0% |
| 6M | -5.1% | +19.3% | -24.4% | -9.2% |
| YTD | +1.3% | +35.3% | -34.1% | -6.1% |
| 1Y | -1.4% | +33.8% | -35.2% | -8.4% |
| 3Y | +36.9% | +74.4% | -37.5% | +15.9% |
| All | +34.7% | +118.7% | -84.1% | +4.5% |
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