-37.3%
MP vs CMS
-4.6%
-32.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +1.5% |
| 7D | +11.0% | -1.3% | +12.3% | +10.0% |
| 30D | -11.7% | +5.3% | -17.0% | -8.1% |
| 3M | -30.8% | -0.3% | -30.5% | -31.1% |
| 6M | -42.9% | -4.0% | -38.9% | -44.2% |
| YTD | -25.9% | +2.1% | -28.0% | -23.6% |
| 1Y | -37.3% | -4.7% | -32.6% | -36.0% |
| All | -37.3% | -4.6% | -32.7% | -36.0% |
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