+34.1%
MSCI vs CMS
+35.4%
-1.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.8% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | +15.4% | +6.3% | +9.1% | +14.1% |
| 3M | +13.4% | -2.1% | +15.5% | +13.9% |
| 6M | +10.9% | -5.1% | +16.0% | +11.9% |
| YTD | +13.0% | +1.3% | +11.7% | +11.5% |
| 1Y | +12.0% | -1.4% | +13.4% | +11.4% |
| 3Y | +34.1% | +36.9% | -2.8% | +17.0% |
| All | +34.1% | +35.4% | -1.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling