+803.2%
MS vs CAKE
+153.4%
+649.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.7% |
| 7D | +1.7% | -4.6% | +6.2% | +3.2% |
| 30D | 0.0% | -6.6% | +6.6% | +1.9% |
| 3M | +3.0% | +52.9% | -49.9% | -11.7% |
| 6M | +35.7% | +65.7% | -30.1% | +12.7% |
| YTD | +23.3% | +107.8% | -84.5% | -5.4% |
| 1Y | +44.7% | +78.5% | -33.8% | +16.2% |
| 3Y | +178.0% | +266.4% | -88.4% | +70.9% |
| 5Y | +143.2% | +159.6% | -16.4% | +59.7% |
| 10Y | +803.2% | +156.6% | +646.6% | +353.9% |
| All | +803.2% | +153.4% | +649.8% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 10y: compounded portfolio wealth divided by compounded CAKE 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…
10y analysis · Full analysis span regression · 6 months rolling