+436.5%
CARR vs MSI
+238.9%
+197.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +3.2% | -5.8% | +9.0% | +5.7% |
| 30D | -7.7% | -1.0% | -6.7% | -7.4% |
| 3M | -11.9% | +14.2% | -26.1% | -17.3% |
| 6M | +2.0% | +1.0% | +1.0% | +0.5% |
| YTD | +13.2% | +21.5% | -8.3% | +2.2% |
| 1Y | -8.5% | -2.1% | -6.4% | -9.0% |
| 3Y | +5.0% | +69.3% | -64.4% | -20.9% |
| 5Y | +12.0% | +99.3% | -87.3% | -22.9% |
| All | +436.5% | +238.9% | +197.6% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling