+759.2%
MS vs CARR
+441.9%
+317.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | -0.3% | -8.7% | +8.5% | +2.8% |
| 3M | +0.3% | -12.6% | +12.9% | +4.4% |
| 6M | +31.3% | -1.5% | +32.9% | +30.2% |
| YTD | +24.7% | +14.3% | +10.4% | +16.9% |
| 1Y | +47.9% | -4.6% | +52.5% | +47.1% |
| 3Y | +178.3% | +7.3% | +171.0% | +160.4% |
| 5Y | +144.9% | +11.6% | +133.3% | +117.2% |
| All | +759.2% | +441.9% | +317.3% | +499.2% |
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