+119.9%
MS vs CARR
+7.1%
+112.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.4% |
| 7D | +0.7% | -3.3% | +4.1% | +2.2% |
| 30D | -0.9% | -3.6% | +2.7% | +0.6% |
| 3M | -13.0% | -16.3% | +3.3% | -6.4% |
| 6M | -2.0% | -19.6% | +17.6% | +6.3% |
| YTD | +7.8% | +2.5% | +5.3% | +3.2% |
| 1Y | +17.9% | -5.8% | +23.7% | +17.2% |
| 3Y | +174.8% | +10.2% | +164.6% | +139.9% |
| 5Y | +119.9% | +4.7% | +115.2% | +83.7% |
| All | +119.9% | +7.1% | +112.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling