+868.6%
MSFT vs CMS
+117.1%
+751.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -1.0% | -3.2% | +2.1% | -0.1% |
| 3M | +20.2% | -2.2% | +22.4% | +20.6% |
| 6M | +21.3% | -9.4% | +30.7% | +24.2% |
| YTD | +2.8% | +0.7% | +2.1% | +1.5% |
| 1Y | 0.0% | +0.4% | -0.4% | -1.4% |
| 3Y | +51.2% | +35.2% | +16.1% | +30.7% |
| 5Y | +71.4% | +24.1% | +47.3% | +51.2% |
| 10Y | +868.6% | +115.8% | +752.8% | +604.3% |
| All | +868.6% | +117.1% | +751.5% | +604.3% |
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