+61.8%
MSFT vs CMS
+34.5%
+27.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -3.8% | +5.3% | -9.0% | -4.1% |
| 3M | +6.4% | -0.3% | +6.7% | +6.4% |
| 6M | +28.8% | -4.0% | +32.8% | +29.1% |
| YTD | +8.8% | +2.1% | +6.7% | +7.8% |
| 1Y | +3.2% | -4.7% | +7.9% | +3.3% |
| 3Y | +44.8% | +36.8% | +8.0% | +32.3% |
| 5Y | +61.8% | +34.9% | +27.0% | +48.2% |
| All | +61.8% | +34.5% | +27.3% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling