+10.0%
MSCI vs CMS
+36.5%
-26.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +0.6% | -3.6% | +4.2% | +1.3% |
| 3M | -7.1% | -1.9% | -5.2% | -6.8% |
| 6M | +0.8% | -11.0% | +11.8% | +3.1% |
| YTD | +1.0% | +0.2% | +0.8% | -0.1% |
| 1Y | +4.3% | -1.3% | +5.6% | +3.5% |
| All | +10.0% | +36.5% | -26.5% | -3.9% |
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 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