+174.8%
MS vs CME
+62.0%
+112.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -0.9% | +8.5% | -9.5% | 0.0% |
| 3M | -13.0% | +16.0% | -29.0% | -11.4% |
| 6M | -2.0% | +9.3% | -11.3% | -1.1% |
| YTD | +7.8% | +15.3% | -7.5% | +8.7% |
| 1Y | +17.9% | +14.4% | +3.4% | +18.9% |
| 3Y | +174.8% | +59.9% | +114.9% | +184.1% |
| All | +174.8% | +62.0% | +112.8% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling