+160.4%
MS vs CAG
-34.1%
+194.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.6% |
| 7D | -1.6% | +5.8% | -7.4% | -1.3% |
| 30D | -3.8% | +16.4% | -20.1% | -3.1% |
| 3M | -14.6% | +3.8% | -18.4% | -14.4% |
| 6M | -5.1% | +10.8% | -15.9% | -4.5% |
| YTD | +4.5% | -5.8% | +10.3% | +4.8% |
| 1Y | +13.5% | -2.4% | +15.9% | +13.7% |
| 3Y | +160.4% | -33.4% | +193.8% | +155.0% |
| All | +160.4% | -34.1% | +194.5% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling