+459.7%
CMS vs MSI
+4,035.2%
-3,575.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.0% |
| 30D | -3.6% | +6.8% | -10.4% | -4.7% |
| 3M | -1.9% | +14.3% | -16.2% | -4.1% |
| 6M | -11.0% | -1.6% | -9.4% | -11.0% |
| YTD | +0.2% | +22.8% | -22.6% | -3.4% |
| 1Y | -1.3% | -1.1% | -0.2% | -1.6% |
| 3Y | +35.9% | +70.5% | -34.5% | +23.7% |
| 5Y | +23.1% | +102.8% | -79.7% | +8.4% |
| 10Y | +117.9% | +597.4% | -479.5% | +58.3% |
| All | +459.7% | +4,035.2% | -3,575.5% | +151.9% |
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