-38.6%
MP vs CMS
-0.1%
-38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -6.3% |
| 7D | -19.0% | +1.7% | -20.6% | -18.1% |
| 30D | -30.5% | +8.6% | -39.1% | -26.8% |
| 3M | -29.6% | -0.5% | -29.1% | -29.9% |
| 6M | -50.4% | -4.2% | -46.3% | -51.1% |
| YTD | -33.2% | +3.4% | -36.7% | -34.2% |
| 1Y | -38.6% | +0.4% | -39.0% | -37.6% |
| All | -38.6% | -0.1% | -38.5% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling