+607.1%
MS vs CME
+331.0%
+276.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -3.8% | +13.2% | -17.0% | -9.6% |
| 3M | -14.6% | +16.3% | -30.9% | -21.0% |
| 6M | -5.1% | +7.1% | -12.2% | -9.5% |
| YTD | +4.5% | +15.8% | -11.3% | -5.4% |
| 1Y | +13.5% | +17.1% | -3.5% | +1.9% |
| 3Y | +160.4% | +63.2% | +97.2% | +86.9% |
| 5Y | +112.9% | +70.2% | +42.6% | +45.8% |
| All | +607.1% | +331.0% | +276.1% | +132.2% |
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