+20.9%
MS vs CARR
-1.4%
+22.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +2.6% | +0.3% | +2.3% | +2.5% |
| 3M | -10.1% | -14.9% | +4.8% | -7.1% |
| 6M | +4.4% | -14.9% | +19.2% | +7.4% |
| YTD | +11.7% | +7.0% | +4.7% | +8.1% |
| 1Y | +20.9% | -1.8% | +22.7% | +19.3% |
| All | +20.9% | -1.4% | +22.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling