+145.1%
MS vs CMI
+164.2%
-19.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -0.3% | -13.4% | +13.2% | +7.8% |
| 3M | +0.3% | -17.0% | +17.3% | +10.2% |
| 6M | +31.3% | -1.6% | +33.0% | +29.2% |
| YTD | +24.7% | +11.0% | +13.7% | +13.1% |
| 1Y | +47.9% | +41.9% | +6.0% | +14.2% |
| 3Y | +178.3% | +151.8% | +26.5% | +45.2% |
| All | +145.1% | +164.2% | -19.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling