+179.1%
MS vs CAKE
+273.8%
-94.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +2.5% | -1.1% | +3.5% | +2.7% |
| 30D | 0.0% | +0.4% | -0.5% | -0.4% |
| 3M | +2.4% | +59.9% | -57.5% | -11.7% |
| 6M | +36.4% | +75.1% | -38.7% | +13.6% |
| YTD | +23.8% | +115.0% | -91.2% | -4.0% |
| 1Y | +48.6% | +81.6% | -33.0% | +21.7% |
| 3Y | +179.1% | +279.1% | -100.0% | +73.6% |
| All | +179.1% | +273.8% | -94.7% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling