+3,051.8%
MSFT vs CME
+8,169.9%
-5,118.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | +0.2% | +13.2% | -13.0% | -3.7% |
| 3M | +6.4% | +16.3% | -9.9% | +1.3% |
| 6M | +28.7% | +7.1% | +21.6% | +25.1% |
| YTD | +10.4% | +15.8% | -5.4% | +4.4% |
| 1Y | +7.6% | +17.1% | -9.5% | +1.4% |
| 3Y | +52.3% | +63.2% | -10.8% | +27.3% |
| 5Y | +64.5% | +70.2% | -5.7% | +35.0% |
| 10Y | +917.8% | +337.0% | +580.8% | +516.5% |
| All | +3,051.8% | +8,169.9% | -5,118.1% | +844.5% |
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