+174.8%
MS vs CAKE
+289.2%
-114.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.2% |
| 7D | +0.7% | -1.8% | +2.5% | +1.2% |
| 30D | -0.9% | +2.3% | -3.3% | -1.6% |
| 3M | -13.0% | +3.9% | -16.9% | -14.3% |
| 6M | -2.0% | +81.4% | -83.3% | -18.8% |
| YTD | +7.8% | +122.5% | -114.8% | -17.0% |
| 1Y | +17.9% | +138.1% | -120.3% | -11.4% |
| 3Y | +174.8% | +288.0% | -113.2% | +75.0% |
| All | +174.8% | +289.2% | -114.4% | +75.0% |
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