+607.1%
MS vs CAPR
-68.5%
+675.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | -1.6% | +41.1% | -42.6% | -2.2% |
| 30D | -3.8% | +11.1% | -14.9% | -4.0% |
| 3M | -14.6% | +115.3% | -129.9% | -16.2% |
| 6M | -5.1% | -73.8% | +68.8% | -4.1% |
| YTD | +4.5% | -68.8% | +73.3% | +5.1% |
| 1Y | +13.5% | +43.3% | -29.8% | +6.3% |
| 3Y | +160.4% | +214.7% | -54.3% | +131.7% |
| 5Y | +112.9% | +141.3% | -28.4% | +88.0% |
| All | +607.1% | -68.5% | +675.6% | +485.1% |
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