+820.4%
MSCI vs CMS
+137.8%
+682.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | +16.5% | +6.6% | +9.9% | +13.4% |
| 3M | +18.2% | +0.8% | +17.4% | +17.7% |
| 6M | +14.0% | -3.3% | +17.3% | +15.3% |
| YTD | +16.6% | +2.7% | +13.9% | +14.2% |
| 1Y | +14.8% | -4.0% | +18.8% | +15.8% |
| 3Y | +33.3% | +37.6% | -4.3% | +12.4% |
| 5Y | +9.1% | +35.4% | -26.4% | -8.4% |
| 10Y | +820.4% | +136.0% | +684.3% | +529.3% |
| All | +820.4% | +137.8% | +682.6% | +529.3% |
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