+477.8%
CMS vs MSI
+4,479.6%
-4,001.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.1% |
| 7D | +1.7% | +5.1% | -3.4% | +0.9% |
| 30D | +8.6% | +13.3% | -4.7% | +6.5% |
| 3M | -0.5% | +18.3% | -18.8% | -3.2% |
| 6M | -4.2% | +18.7% | -22.9% | -7.0% |
| YTD | +3.4% | +36.0% | -32.5% | -1.9% |
| 1Y | +0.4% | +32.6% | -32.1% | -4.3% |
| 3Y | +38.2% | +78.3% | -40.1% | +24.9% |
| 5Y | +35.4% | +121.6% | -86.2% | +17.6% |
| 10Y | +131.7% | +689.0% | -557.3% | +65.1% |
| All | +477.8% | +4,479.6% | -4,001.8% | +155.9% |
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