+179.1%
MS vs CARR
+7.6%
+171.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +2.5% | +3.2% | -0.8% | +1.4% |
| 30D | 0.0% | -7.7% | +7.6% | +2.6% |
| 3M | +2.4% | -11.9% | +14.4% | +6.2% |
| 6M | +36.4% | +2.0% | +34.4% | +33.1% |
| YTD | +23.8% | +13.2% | +10.7% | +15.6% |
| 1Y | +48.6% | -8.5% | +57.1% | +50.2% |
| 3Y | +179.1% | +5.0% | +174.2% | +149.4% |
| All | +179.1% | +7.6% | +171.5% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling