+611.0%
MS vs CAPR
-69.9%
+680.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.4% | -5.9% |
| 7D | -3.4% | +29.7% | -33.1% | -3.9% |
| 30D | -3.9% | +11.0% | -14.9% | -4.2% |
| 3M | -15.9% | +118.8% | -134.7% | -17.5% |
| 6M | -2.5% | -73.9% | +71.4% | -1.4% |
| YTD | +5.1% | -70.2% | +75.3% | +5.8% |
| 1Y | +13.0% | +38.3% | -25.3% | +5.8% |
| 3Y | +160.7% | +199.7% | -39.0% | +132.2% |
| 5Y | +114.0% | +130.6% | -16.5% | +89.2% |
| All | +611.0% | -69.9% | +680.9% | +488.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling