+803.2%
MS vs CMI
+501.9%
+301.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.1% |
| 30D | 0.0% | -12.3% | +12.3% | +8.9% |
| 3M | +3.0% | -16.8% | +19.8% | +15.2% |
| 6M | +35.7% | +1.5% | +34.2% | +30.2% |
| YTD | +23.3% | +9.8% | +13.5% | +10.7% |
| 1Y | +44.7% | +42.6% | +2.1% | +6.6% |
| 3Y | +178.0% | +151.0% | +27.0% | +31.3% |
| 5Y | +143.2% | +167.0% | -23.8% | +6.7% |
| 10Y | +803.2% | +512.2% | +291.0% | +101.3% |
| All | +803.2% | +501.9% | +301.3% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling