+141,733.1%
MSFT vs CMS
+463.7%
+141,269.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | +0.2% | +6.3% | -6.2% | -1.3% |
| 3M | +6.4% | -2.1% | +8.4% | +6.7% |
| 6M | +28.7% | -5.1% | +33.8% | +29.7% |
| YTD | +10.4% | +1.3% | +9.2% | +9.3% |
| 1Y | +7.6% | -1.4% | +9.0% | +7.2% |
| 3Y | +52.3% | +36.9% | +15.4% | +38.6% |
| 5Y | +64.5% | +32.5% | +32.0% | +49.9% |
| 10Y | +917.8% | +126.8% | +791.0% | +714.4% |
| All | +141,733.1% | +463.7% | +141,269.4% | +77,438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling