+808.5%
MS vs CAPR
-75.6%
+884.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | -0.3% | +139.2% | -139.4% | -2.2% |
| 3M | +0.3% | -66.4% | +66.7% | +1.1% |
| 6M | +31.3% | -63.1% | +94.5% | +32.0% |
| YTD | +24.7% | -67.4% | +92.1% | +25.4% |
| 1Y | +47.9% | +58.2% | -10.3% | +38.0% |
| 3Y | +178.3% | +42.2% | +136.1% | +152.1% |
| 5Y | +144.9% | +87.3% | +57.6% | +117.5% |
| All | +808.5% | -75.6% | +884.2% | +672.0% |
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