+922.9%
MSFT vs CMS
+134.3%
+788.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | -0.4% | +7.4% | -7.8% | -2.5% |
| 3M | +5.6% | +1.9% | +3.7% | +4.8% |
| 6M | +29.0% | -2.3% | +31.3% | +29.1% |
| YTD | +10.9% | +3.0% | +8.0% | +8.7% |
| 1Y | +6.2% | -2.8% | +9.0% | +6.1% |
| 3Y | +47.6% | +37.9% | +9.7% | +27.0% |
| 5Y | +67.9% | +34.0% | +34.0% | +43.6% |
| 10Y | +922.9% | +138.1% | +784.8% | +628.8% |
| All | +922.9% | +134.3% | +788.6% | +628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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