+556.2%
MS vs CAG
-35.6%
+591.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.0% |
| 7D | -1.7% | -1.8% | 0.0% | -1.5% |
| 30D | +0.9% | +9.7% | -8.7% | -0.8% |
| 3M | -10.8% | +0.5% | -11.3% | -11.2% |
| 6M | +0.9% | +8.9% | -8.0% | -1.4% |
| YTD | +9.8% | -8.4% | +18.2% | +10.3% |
| 1Y | +17.1% | -8.3% | +25.4% | +17.5% |
| 3Y | +175.7% | -36.1% | +211.8% | +195.1% |
| 5Y | +125.9% | -40.1% | +166.0% | +144.2% |
| 10Y | +556.2% | -36.9% | +593.1% | +608.5% |
| All | +556.2% | -35.6% | +591.8% | +608.5% |
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