+872.1%
MSFT vs CME
+280.4%
+591.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.5% | -2.4% | -1.1% | -2.6% |
| 30D | -2.1% | +6.2% | -8.3% | -4.2% |
| 3M | +24.2% | +4.4% | +19.8% | +22.0% |
| 6M | +21.9% | -9.6% | +31.5% | +25.6% |
| YTD | +2.5% | +3.8% | -1.3% | -0.1% |
| 1Y | -0.8% | +9.5% | -10.3% | -5.5% |
| 3Y | +50.8% | +51.9% | -1.2% | +22.5% |
| 5Y | +73.5% | +78.7% | -5.2% | +30.0% |
| All | +872.1% | +280.4% | +591.7% | +528.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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