+542.0%
MS vs CMI
+320.3%
+221.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +5.1% | +0.5% | +4.6% | +4.7% |
| 30D | +5.7% | -14.0% | +19.7% | +16.2% |
| 3M | -12.2% | -28.1% | +16.0% | +8.6% |
| 6M | -0.5% | -35.8% | +35.3% | +30.8% |
| YTD | +9.8% | -10.5% | +20.3% | +12.4% |
| 1Y | +17.7% | -1.9% | +19.6% | +12.5% |
| 3Y | +176.8% | +121.0% | +55.8% | +40.3% |
| 5Y | +123.7% | +114.6% | +9.2% | +13.2% |
| All | +542.0% | +320.3% | +221.7% | +91.0% |
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