+578.8%
MS vs CAG
-38.3%
+617.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +0.7% | +4.6% | -3.8% | 0.0% |
| 30D | -0.9% | +14.7% | -15.6% | -3.3% |
| 3M | -13.0% | +2.4% | -15.3% | -13.6% |
| 6M | -2.0% | +10.7% | -12.7% | -4.3% |
| YTD | +7.8% | -5.5% | +13.3% | +7.8% |
| 1Y | +17.9% | -4.6% | +22.4% | +17.5% |
| 3Y | +174.8% | -34.4% | +209.2% | +192.4% |
| 5Y | +119.9% | -39.2% | +159.0% | +136.8% |
| 10Y | +578.8% | -39.0% | +617.8% | +607.1% |
| All | +578.8% | -38.3% | +617.1% | +607.1% |
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