+274.5%
MP vs CMS
+45.8%
+228.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.0% |
| 7D | +11.0% | -1.3% | +12.3% | +11.2% |
| 30D | -11.7% | +5.3% | -17.0% | -12.4% |
| 3M | -30.8% | -0.3% | -30.5% | -30.8% |
| 6M | -42.9% | -4.0% | -38.9% | -42.8% |
| YTD | -25.9% | +2.1% | -28.0% | -27.1% |
| 1Y | -37.3% | -4.7% | -32.6% | -37.2% |
| 3Y | +150.7% | +36.8% | +113.9% | +131.8% |
| 5Y | -19.3% | +34.9% | -54.1% | -22.9% |
| All | +274.5% | +45.8% | +228.7% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling