-2.5%
MS vs CAG
+15.2%
-17.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.7% | -5.5% |
| 7D | -3.4% | +11.4% | -14.7% | -1.7% |
| 30D | -3.9% | +16.7% | -20.6% | -1.4% |
| 3M | -15.9% | +4.5% | -20.4% | -15.5% |
| 6M | -2.5% | +13.3% | -15.8% | +0.9% |
| All | -2.5% | +15.2% | -17.6% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling