+920.4%
MSFT vs CMS
+127.7%
+792.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +7.5% | -0.9% | +8.4% | +7.8% |
| 30D | +1.9% | +7.1% | -5.2% | -0.2% |
| 3M | +9.2% | -1.3% | +10.5% | +9.5% |
| 6M | +31.9% | -2.7% | +34.5% | +32.2% |
| YTD | +13.4% | +2.6% | +10.8% | +11.2% |
| 1Y | +10.6% | -2.0% | +12.6% | +10.2% |
| 3Y | +54.7% | +39.6% | +15.1% | +32.3% |
| 5Y | +69.1% | +35.3% | +33.8% | +43.8% |
| 10Y | +920.4% | +132.3% | +788.0% | +624.6% |
| All | +920.4% | +127.7% | +792.7% | +624.6% |
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