+14.7%
MS vs CAI
-3.0%
+17.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | -26.3% | +24.5% | +1.7% |
| 30D | +0.9% | -17.5% | +18.4% | +3.3% |
| 3M | -10.8% | +5.8% | -16.7% | -11.4% |
| 6M | +0.9% | +53.6% | -52.7% | -5.6% |
| YTD | +9.8% | -9.2% | +19.0% | +9.2% |
| All | +14.7% | -3.0% | +17.8% | +11.4% |
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