+556.2%
MS vs CAPR
-59.1%
+615.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +26.5% | -24.9% | +1.1% |
| 7D | -1.7% | +25.8% | -27.5% | -2.2% |
| 30D | +0.9% | +50.2% | -49.3% | 0.0% |
| 3M | -10.8% | +185.5% | -196.3% | -13.0% |
| 6M | +0.9% | -64.8% | +65.7% | +1.4% |
| YTD | +9.8% | -61.1% | +70.9% | +9.9% |
| 1Y | +17.1% | +81.0% | -63.9% | +9.0% |
| 3Y | +175.7% | +300.7% | -125.0% | +143.9% |
| 5Y | +125.9% | +223.3% | -97.5% | +98.1% |
| 10Y | +556.2% | -58.8% | +614.9% | +438.1% |
| All | +556.2% | -59.1% | +615.2% | +438.1% |
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