+2,868.2%
MSFT vs CME
+7,469.3%
-4,601.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | +2.7% | +6.2% | -3.5% | +0.8% |
| 3M | +17.0% | +10.4% | +6.5% | +13.2% |
| 6M | +23.8% | -9.5% | +33.4% | +26.9% |
| YTD | +4.0% | +6.0% | -2.0% | +1.2% |
| 1Y | -0.8% | +9.3% | -10.1% | -4.5% |
| 3Y | +55.6% | +57.7% | -2.1% | +31.5% |
| 5Y | +72.9% | +77.7% | -4.8% | +40.1% |
| 10Y | +875.8% | +281.2% | +594.6% | +516.9% |
| All | +2,868.2% | +7,469.3% | -4,601.1% | +815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling