+607.1%
MS vs CAG
-38.1%
+645.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -1.6% | +5.8% | -7.4% | -2.5% |
| 30D | -3.8% | +16.4% | -20.1% | -6.3% |
| 3M | -14.6% | +3.8% | -18.4% | -15.4% |
| 6M | -5.1% | +10.8% | -15.9% | -7.3% |
| YTD | +4.5% | -5.8% | +10.3% | +4.6% |
| 1Y | +13.5% | -2.4% | +15.9% | +12.7% |
| 3Y | +160.4% | -33.4% | +193.8% | +175.9% |
| 5Y | +112.9% | -39.4% | +152.3% | +129.4% |
| All | +607.1% | -38.1% | +645.2% | +636.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling