+5,626.0%
MS vs CMS
+893.4%
+4,732.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | +2.6% | +4.1% | -1.4% | +0.8% |
| 30D | +2.6% | +10.9% | -8.2% | -2.3% |
| 3M | -10.1% | -0.2% | -9.8% | -10.2% |
| 6M | +4.4% | -4.7% | +9.1% | +5.9% |
| YTD | +11.7% | +3.9% | +7.9% | +8.4% |
| 1Y | +20.9% | +0.4% | +20.6% | +19.1% |
| 3Y | +177.1% | +38.8% | +138.3% | +130.9% |
| 5Y | +127.7% | +37.1% | +90.6% | +87.3% |
| 10Y | +684.1% | +132.7% | +551.4% | +382.4% |
| All | +5,626.0% | +893.4% | +4,732.6% | +1,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling