+537.0%
MS vs CMS
+136.3%
+400.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +3.7% | -1.3% | +5.0% | +4.1% |
| 30D | +2.0% | +5.3% | -3.3% | +0.1% |
| 3M | -12.6% | -0.3% | -12.2% | -12.6% |
| 6M | -0.3% | -4.0% | +3.8% | +0.6% |
| YTD | +9.0% | +2.1% | +6.8% | +6.9% |
| 1Y | +13.9% | -4.7% | +18.6% | +14.6% |
| 3Y | +173.6% | +36.8% | +136.8% | +135.8% |
| 5Y | +122.0% | +34.9% | +87.1% | +89.2% |
| All | +537.0% | +136.3% | +400.7% | +521.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling