+922.9%
MSFT vs CME
+301.9%
+621.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | +2.3% | +1.7% | +0.7% | +1.8% |
| 30D | -0.4% | +10.2% | -10.5% | -3.9% |
| 3M | +5.6% | +17.8% | -12.2% | -0.8% |
| 6M | +29.0% | +11.0% | +18.0% | +23.2% |
| YTD | +10.9% | +17.0% | -6.1% | +3.3% |
| 1Y | +6.2% | +15.8% | -9.6% | -0.8% |
| 3Y | +47.6% | +61.8% | -14.2% | +17.4% |
| 5Y | +67.9% | +72.5% | -4.6% | +28.2% |
| 10Y | +922.9% | +288.0% | +634.9% | +507.1% |
| All | +922.9% | +301.9% | +621.0% | +507.1% |
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