+20.9%
MS vs CAPR
+47.4%
-26.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.0% | +4.2% |
| 7D | +2.6% | +43.2% | -40.5% | +2.4% |
| 30D | +2.6% | +14.7% | -12.0% | +2.5% |
| 3M | -10.1% | +113.9% | -124.0% | -10.7% |
| 6M | +4.4% | -73.4% | +77.7% | +4.9% |
| YTD | +11.7% | -69.1% | +80.8% | +12.1% |
| 1Y | +20.9% | +47.2% | -26.2% | +18.4% |
| All | +20.9% | +47.4% | -26.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling