-67.5%
CBRS vs MS
-1.4%
-66.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.3% | +6.6% |
| 7D | +10.0% | -1.7% | +11.8% | +11.8% |
| 30D | -31.1% | +0.9% | -32.0% | -31.3% |
| 3M | -56.9% | -10.8% | -46.1% | -52.7% |
| All | -67.5% | -1.4% | -66.1% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling