+6,288.2%
MS vs CAG
+380.0%
+5,908.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +1.4% | -3.8% | +5.2% | +2.7% |
| 30D | -0.3% | +3.1% | -3.4% | -1.5% |
| 3M | +0.3% | +23.5% | -23.2% | -7.9% |
| 6M | +31.3% | -14.8% | +46.2% | +37.1% |
| YTD | +24.7% | -5.4% | +30.1% | +24.4% |
| 1Y | +47.9% | -11.8% | +59.7% | +50.7% |
| 3Y | +178.3% | -36.7% | +215.0% | +213.4% |
| 5Y | +144.9% | -40.3% | +185.2% | +178.2% |
| 10Y | +804.5% | -37.0% | +841.5% | +826.8% |
| All | +6,288.2% | +380.0% | +5,908.2% | +3,544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling