+5,256.1%
MS vs CMI
+8,803.1%
-3,547.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | -10.0% | +8.5% | +4.3% |
| 30D | -3.8% | -13.0% | +9.2% | +3.8% |
| 3M | -14.6% | -29.9% | +15.3% | +3.9% |
| 6M | -5.1% | -36.7% | +31.6% | +20.9% |
| YTD | +4.5% | -10.9% | +15.4% | +8.3% |
| 1Y | +13.5% | -1.3% | +14.9% | +10.7% |
| 3Y | +160.4% | +117.4% | +43.0% | +58.5% |
| 5Y | +112.9% | +112.9% | 0.0% | +29.9% |
| 10Y | +633.4% | +366.7% | +266.7% | +188.7% |
| All | +5,256.1% | +8,803.1% | -3,547.0% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling