+20.9%
MS vs CAI
+12.6%
+8.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.1% |
| 7D | +2.6% | -6.3% | +8.9% | +3.3% |
| 30D | +2.6% | +9.3% | -6.7% | +1.7% |
| 3M | -10.1% | +106.3% | -116.4% | -17.3% |
| 6M | +4.4% | +77.7% | -73.4% | -3.2% |
| YTD | +11.7% | +23.1% | -11.4% | +6.7% |
| 1Y | +20.9% | +6.5% | +14.4% | +17.0% |
| All | +20.9% | +12.6% | +8.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling