+121.2%
MS vs CAG
-41.7%
+162.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +3.7% | -6.2% | +9.9% | +4.1% |
| 30D | +2.0% | +7.4% | -5.5% | +1.3% |
| 3M | -12.6% | -1.6% | -10.9% | -12.6% |
| 6M | -0.3% | +6.3% | -6.6% | -1.2% |
| YTD | +9.0% | -10.1% | +19.1% | +9.7% |
| 1Y | +13.9% | -10.2% | +24.1% | +14.6% |
| 3Y | +173.6% | -37.3% | +210.9% | +189.3% |
| All | +121.2% | -41.7% | +162.9% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling