+622.3%
MSCI vs CMS
+117.1%
+505.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +0.6% | -3.6% | +4.2% | +2.1% |
| 3M | -7.1% | -1.9% | -5.2% | -6.5% |
| 6M | +0.8% | -11.0% | +11.8% | +5.4% |
| YTD | +1.0% | +0.2% | +0.8% | -0.1% |
| 1Y | +4.3% | -1.3% | +5.6% | +3.7% |
| 3Y | +9.9% | +35.9% | -26.0% | -7.0% |
| 5Y | -6.8% | +23.1% | -29.8% | -18.3% |
| All | +622.3% | +117.1% | +505.2% | +403.5% |
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