+644.7%
MS vs CARR
+383.2%
+261.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | -4.3% | +5.1% | +2.4% |
| 30D | -0.7% | -4.2% | +3.5% | +0.8% |
| 3M | -12.4% | -16.1% | +3.7% | -7.1% |
| 6M | -1.7% | -20.1% | +18.3% | +5.3% |
| YTD | +8.0% | +1.9% | +6.1% | +5.3% |
| 1Y | +16.2% | -6.1% | +22.3% | +16.4% |
| 3Y | +171.3% | +7.3% | +164.0% | +154.3% |
| 5Y | +124.8% | +4.4% | +120.4% | +105.2% |
| All | +644.7% | +383.2% | +261.5% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling