+47.9%
MS vs CMS
-1.9%
+49.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | -0.3% | -3.6% | +3.3% | -1.0% |
| 3M | +0.3% | -1.9% | +2.2% | -0.6% |
| 6M | +31.3% | -11.0% | +42.3% | +28.8% |
| YTD | +24.7% | +0.2% | +24.5% | +21.5% |
| 1Y | +47.9% | -1.3% | +49.2% | +45.0% |
| All | +47.9% | -1.9% | +49.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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