+6,288.2%
MS vs CAKE
+4,607.0%
+1,681.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.4% | -4.0% | +5.4% | +2.9% |
| 30D | -0.3% | +2.4% | -2.7% | -1.5% |
| 3M | +0.3% | +69.0% | -68.7% | -18.6% |
| 6M | +31.3% | +69.3% | -37.9% | +6.0% |
| YTD | +24.7% | +115.8% | -91.1% | -8.3% |
| 1Y | +47.9% | +79.3% | -31.4% | +15.7% |
| 3Y | +178.3% | +262.0% | -83.7% | +62.8% |
| 5Y | +144.9% | +165.7% | -20.8% | +51.7% |
| 10Y | +804.5% | +158.9% | +645.6% | +376.6% |
| All | +6,288.2% | +4,607.0% | +1,681.2% | +1,249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling