+808.5%
MS vs CMS
+117.1%
+691.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -0.3% | -3.6% | +3.3% | +0.9% |
| 3M | +0.3% | -1.9% | +2.2% | +0.5% |
| 6M | +31.3% | -11.0% | +42.3% | +35.8% |
| YTD | +24.7% | +0.2% | +24.5% | +23.3% |
| 1Y | +47.9% | -1.3% | +49.2% | +46.9% |
| 3Y | +178.3% | +35.9% | +142.4% | +141.5% |
| 5Y | +144.9% | +23.1% | +121.8% | +117.6% |
| All | +808.5% | +117.1% | +691.4% | +766.2% |
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