+259.1%
MP vs CMS
+48.3%
+210.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.5% | -5.3% |
| 7D | -12.5% | +4.1% | -16.6% | -13.0% |
| 30D | -23.3% | +10.9% | -34.2% | -24.5% |
| 3M | -24.4% | -0.2% | -24.1% | -24.4% |
| 6M | -45.8% | -4.7% | -41.0% | -45.5% |
| YTD | -28.9% | +3.9% | -32.8% | -30.2% |
| 1Y | -34.6% | +0.4% | -34.9% | -35.2% |
| 3Y | +118.7% | +38.8% | +79.9% | +101.9% |
| 5Y | -3.1% | +37.1% | -40.2% | -7.5% |
| All | +259.1% | +48.3% | +210.8% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling