+5,285.6%
MS vs CMS
+889.2%
+4,396.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | -3.4% | +1.7% | -5.1% | -4.1% |
| 30D | -3.9% | +8.6% | -12.5% | -7.6% |
| 3M | -15.9% | -0.5% | -15.4% | -15.9% |
| 6M | -2.5% | -4.2% | +1.7% | -1.3% |
| YTD | +5.1% | +3.4% | +1.6% | +2.2% |
| 1Y | +13.0% | +0.4% | +12.5% | +11.2% |
| 3Y | +160.7% | +38.2% | +122.5% | +117.6% |
| 5Y | +114.0% | +35.4% | +78.6% | +77.1% |
| 10Y | +637.5% | +131.7% | +505.8% | +354.6% |
| All | +5,285.6% | +889.2% | +4,396.4% | +1,443.9% |
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