+119.9%
MS vs CAPR
+160.6%
-40.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +3.0% |
| 7D | +0.7% | +36.0% | -35.3% | +0.3% |
| 30D | -0.9% | +25.8% | -26.7% | -1.3% |
| 3M | -13.0% | +140.8% | -153.8% | -14.5% |
| 6M | -2.0% | -67.6% | +65.6% | -1.4% |
| YTD | +7.8% | -65.9% | +73.6% | +8.2% |
| 1Y | +17.9% | +66.1% | -48.3% | +10.9% |
| 3Y | +174.8% | +256.9% | -82.1% | +127.2% |
| 5Y | +119.9% | +172.1% | -52.2% | +72.0% |
| All | +119.9% | +160.6% | -40.7% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling