+316.4%
MS vs CAPR
-99.1%
+415.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.4% | -5.9% |
| 7D | -3.4% | +29.7% | -33.1% | -3.8% |
| 30D | -3.9% | +11.0% | -14.9% | -4.1% |
| 3M | -15.9% | +118.8% | -134.7% | -17.3% |
| 6M | -2.5% | -73.9% | +71.4% | -1.6% |
| YTD | +5.1% | -70.2% | +75.3% | +5.7% |
| 1Y | +13.0% | +38.3% | -25.3% | +6.8% |
| 3Y | +160.7% | +199.7% | -39.0% | +138.2% |
| 5Y | +114.0% | +130.6% | -16.5% | +94.6% |
| 10Y | +637.5% | -68.5% | +706.0% | +540.4% |
| All | +316.4% | -99.1% | +415.5% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling