+914.0%
MS vs CME
+7,469.3%
-6,555.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +2.3% |
| 30D | -0.3% | +6.2% | -6.5% | -4.1% |
| 3M | +0.3% | +10.4% | -10.1% | -6.9% |
| 6M | +31.3% | -9.5% | +40.9% | +36.7% |
| YTD | +24.7% | +6.0% | +18.6% | +16.5% |
| 1Y | +47.9% | +9.3% | +38.6% | +35.1% |
| 3Y | +178.3% | +57.7% | +120.7% | +93.2% |
| 5Y | +144.9% | +77.7% | +67.2% | +53.6% |
| 10Y | +804.5% | +281.2% | +523.3% | +225.1% |
| All | +914.0% | +7,469.3% | -6,555.3% | +29.7% |
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