+3,138.3%
MSFT vs CME
+8,132.9%
-4,994.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +7.5% | -0.6% | +8.1% | +7.7% |
| 30D | +1.9% | +8.5% | -6.7% | -0.8% |
| 3M | +9.2% | +16.0% | -6.8% | +4.1% |
| 6M | +31.9% | +9.3% | +22.5% | +27.4% |
| YTD | +13.4% | +15.3% | -1.9% | +7.4% |
| 1Y | +10.6% | +14.4% | -3.8% | +5.0% |
| 3Y | +54.7% | +59.9% | -5.2% | +30.2% |
| 5Y | +69.1% | +69.4% | -0.3% | +38.9% |
| 10Y | +920.4% | +299.5% | +620.9% | +534.8% |
| All | +3,138.3% | +8,132.9% | -4,994.6% | +871.7% |
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