+808.5%
MS vs CME
+281.4%
+527.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +2.1% |
| 30D | -0.3% | +6.2% | -6.5% | -3.3% |
| 3M | +0.3% | +10.4% | -10.1% | -5.2% |
| 6M | +31.3% | -9.5% | +40.9% | +36.2% |
| YTD | +24.7% | +6.0% | +18.6% | +18.1% |
| 1Y | +47.9% | +9.3% | +38.6% | +37.4% |
| 3Y | +178.3% | +57.7% | +120.7% | +101.9% |
| 5Y | +144.9% | +77.7% | +67.2% | +60.9% |
| All | +808.5% | +281.4% | +527.1% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling