+465.5%
CMS vs MSI
+4,457.4%
-3,991.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.3% | +4.7% | -6.0% | -2.0% |
| 30D | +6.3% | +14.8% | -8.4% | +4.0% |
| 3M | -2.1% | +8.8% | -10.9% | -3.4% |
| 6M | -5.1% | +19.3% | -24.4% | -8.0% |
| YTD | +1.3% | +35.3% | -34.1% | -3.9% |
| 1Y | -1.4% | +33.8% | -35.2% | -6.2% |
| 3Y | +36.9% | +74.4% | -37.5% | +24.2% |
| 5Y | +32.5% | +120.5% | -88.0% | +15.1% |
| 10Y | +126.8% | +685.2% | -558.4% | +61.8% |
| All | +465.5% | +4,457.4% | -3,991.9% | +150.6% |
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