+889.0%
MSFT vs CMS
+125.4%
+763.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | +0.2% | +6.3% | -6.2% | -1.7% |
| 3M | +6.4% | -2.1% | +8.4% | +6.8% |
| 6M | +28.7% | -5.1% | +33.8% | +30.0% |
| YTD | +10.4% | +1.3% | +9.2% | +8.7% |
| 1Y | +7.6% | -1.4% | +9.0% | +6.8% |
| 3Y | +52.3% | +36.9% | +15.4% | +31.1% |
| 5Y | +64.5% | +32.5% | +32.0% | +41.0% |
| All | +889.0% | +125.4% | +763.6% | +621.4% |
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