+52.3%
MSFT vs CMS
+35.4%
+16.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.4% |
| 7D | +1.7% | -1.3% | +3.0% | +1.4% |
| 30D | +0.2% | +6.3% | -6.2% | +1.4% |
| 3M | +6.4% | -2.1% | +8.4% | +6.0% |
| 6M | +28.7% | -5.1% | +33.8% | +27.8% |
| YTD | +10.4% | +1.3% | +9.2% | +10.3% |
| 1Y | +7.6% | -1.4% | +9.0% | +7.4% |
| 3Y | +52.3% | +36.9% | +15.4% | +55.7% |
| All | +52.3% | +35.4% | +16.9% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling