+749.8%
MS vs CARR
+425.9%
+323.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +1.7% | +0.6% | +1.0% | +1.4% |
| 30D | 0.0% | -8.7% | +8.7% | +3.1% |
| 3M | +3.0% | -18.4% | +21.4% | +9.8% |
| 6M | +35.7% | -0.6% | +36.3% | +34.1% |
| YTD | +23.3% | +10.9% | +12.4% | +16.8% |
| 1Y | +44.7% | -7.3% | +52.0% | +45.4% |
| 3Y | +178.0% | +2.9% | +175.1% | +163.8% |
| 5Y | +143.2% | +9.6% | +133.5% | +117.3% |
| All | +749.8% | +425.9% | +323.9% | +498.7% |
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