+607.1%
MS vs CMS
+125.4%
+481.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -1.6% | -1.3% | -0.2% | -1.1% |
| 30D | -3.8% | +6.3% | -10.1% | -5.8% |
| 3M | -14.6% | -2.1% | -12.5% | -14.1% |
| 6M | -5.1% | -5.1% | 0.0% | -3.9% |
| YTD | +4.5% | +1.3% | +3.3% | +2.9% |
| 1Y | +13.5% | -1.4% | +14.9% | +12.8% |
| 3Y | +160.4% | +36.9% | +123.5% | +125.3% |
| 5Y | +112.9% | +32.5% | +80.3% | +83.5% |
| All | +607.1% | +125.4% | +481.7% | +627.7% |
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