+47.9%
MS vs CMI
+45.0%
+2.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | -13.4% | +13.2% | +4.8% |
| 3M | +0.3% | -17.0% | +17.3% | +6.4% |
| 6M | +31.3% | -1.6% | +33.0% | +29.8% |
| YTD | +24.7% | +11.0% | +13.7% | +18.8% |
| 1Y | +47.9% | +41.9% | +6.0% | +35.5% |
| All | +47.9% | +45.0% | +2.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling