+112.4%
MS vs CAG
-39.4%
+151.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -1.6% | +5.8% | -7.4% | -2.0% |
| 30D | -3.8% | +16.4% | -20.1% | -4.9% |
| 3M | -14.6% | +3.8% | -18.4% | -15.0% |
| 6M | -5.1% | +10.8% | -15.9% | -6.2% |
| YTD | +4.5% | -5.8% | +10.3% | +4.9% |
| 1Y | +13.5% | -2.4% | +15.9% | +13.2% |
| 3Y | +160.4% | -33.4% | +193.8% | +173.2% |
| All | +112.4% | -39.4% | +151.9% | +124.8% |
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