+153.3%
MP vs CMS
+36.5%
+116.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -2.9% | +0.4% | -3.2% | -2.9% |
| 30D | +13.8% | -3.6% | +17.4% | +14.8% |
| 3M | -16.7% | -1.9% | -14.8% | -17.6% |
| 6M | -11.5% | -11.0% | -0.5% | -8.7% |
| YTD | +7.9% | +0.2% | +7.7% | +4.2% |
| 1Y | -15.0% | -1.3% | -13.7% | -17.4% |
| All | +153.3% | +36.5% | +116.8% | +80.0% |
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 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