-32.5%
CBRS vs MS
+11.9%
-44.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +10.1% |
| 7D | +17.3% | +1.4% | +15.9% | +16.2% |
| 30D | -2.0% | -0.3% | -1.7% | -1.5% |
| 3M | -2.5% | +0.3% | -2.8% | -3.5% |
| All | -32.5% | +11.9% | -44.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · Available span rolling