+47.9%
MS vs CART
+14.4%
+33.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | +1.4% | +1.0% | +0.3% | +1.3% |
| 30D | -0.3% | +12.6% | -12.9% | -1.1% |
| 3M | +0.3% | +23.1% | -22.8% | -1.4% |
| 6M | +31.3% | +39.5% | -8.2% | +27.3% |
| YTD | +24.7% | +13.5% | +11.1% | +21.2% |
| 1Y | +47.9% | +14.9% | +33.0% | +42.8% |
| All | +47.9% | +14.4% | +33.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling