+656.9%
MS vs CARR
+394.0%
+262.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +5.1% | +3.5% | +1.6% | +3.9% |
| 30D | +5.7% | +0.4% | +5.3% | +5.6% |
| 3M | -12.2% | -14.1% | +1.9% | -7.6% |
| 6M | -0.5% | -16.7% | +16.2% | +5.2% |
| YTD | +9.8% | +4.2% | +5.6% | +6.2% |
| 1Y | +17.7% | -0.2% | +17.9% | +15.4% |
| 3Y | +176.8% | +10.9% | +166.0% | +156.5% |
| 5Y | +123.7% | +3.9% | +119.8% | +104.0% |
| All | +656.9% | +394.0% | +262.9% | +444.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling