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  • MS vs CAG✓SelectedUSD · CAGMS vs CAG performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs CAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+47.9%
CAG return
-13.1%
Excess return
+61.0%
Maximum drawdown
-18.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCAGExcessAlpha
1D+0.3%-0.9%+1.2%+0.1%
7D+1.4%-3.8%+5.2%+0.8%
30D-0.3%+3.1%-3.4%+0.2%
3M+0.3%+23.5%-23.2%+3.7%
6M+31.3%-14.8%+46.2%+29.4%
YTD+24.7%-5.4%+30.1%+24.0%
1Y+47.9%-11.8%+59.7%+43.8%
All+47.9%-13.1%+61.0%+43.8%

Cumulative growth

Daily Returns

Daily percentage return beside CAG.

Daily Out/Under-Performance

Portfolio return minus CAG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CAG 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 CAG 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 · 6 months rolling