+127.0%
MP vs CMS
+35.4%
+91.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +5.3% |
| 7D | -10.5% | -1.3% | -9.2% | -10.4% |
| 30D | -23.5% | +6.3% | -29.9% | -24.6% |
| 3M | -25.4% | -2.1% | -23.4% | -25.2% |
| 6M | -51.3% | -5.1% | -46.2% | -51.1% |
| YTD | -29.9% | +1.3% | -31.2% | -32.5% |
| 1Y | -31.8% | -1.4% | -30.4% | -33.4% |
| 3Y | +127.0% | +36.9% | +90.1% | +52.1% |
| All | +127.0% | +35.4% | +91.6% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling