+5,423.2%
MS vs CAKE
+4,754.9%
+668.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +1.7% |
| 7D | +0.7% | -1.8% | +2.5% | +1.4% |
| 30D | -0.9% | +2.3% | -3.3% | -2.0% |
| 3M | -13.0% | +3.9% | -16.9% | -15.0% |
| 6M | -2.0% | +81.4% | -83.3% | -23.1% |
| YTD | +7.8% | +122.5% | -114.8% | -22.1% |
| 1Y | +17.9% | +138.1% | -120.3% | -17.2% |
| 3Y | +174.8% | +288.0% | -113.2% | +56.1% |
| 5Y | +119.9% | +174.9% | -55.0% | +34.6% |
| 10Y | +578.8% | +144.3% | +434.6% | +264.4% |
| All | +5,423.2% | +4,754.9% | +668.3% | +1,046.6% |
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 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