+10.2%
CARR vs MSI
+98.7%
-88.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +0.6% | -4.0% | +4.6% | +2.4% |
| 30D | -8.7% | -0.5% | -8.2% | -8.6% |
| 3M | -18.4% | +11.4% | -29.8% | -22.9% |
| 6M | -0.6% | +1.0% | -1.6% | -2.2% |
| YTD | +10.9% | +20.7% | -9.7% | -0.9% |
| 1Y | -7.3% | -2.7% | -4.6% | -7.3% |
| 3Y | +2.9% | +68.2% | -65.3% | -28.0% |
| All | +10.2% | +98.7% | -88.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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