+754.9%
MS vs CME
+8,206.4%
-7,451.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | -3.4% | +3.7% | -7.0% | -5.6% |
| 30D | -3.9% | +13.7% | -17.6% | -11.7% |
| 3M | -15.9% | +16.6% | -32.5% | -24.2% |
| 6M | -2.5% | +8.2% | -10.7% | -9.4% |
| YTD | +5.1% | +16.3% | -11.2% | -7.9% |
| 1Y | +13.0% | +19.1% | -6.1% | -2.7% |
| 3Y | +160.7% | +67.4% | +93.3% | +73.8% |
| 5Y | +114.0% | +71.0% | +43.1% | +37.6% |
| 10Y | +637.5% | +338.9% | +298.5% | +141.0% |
| All | +754.9% | +8,206.4% | -7,451.6% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling