+20.9%
MS vs CART
+61.3%
-40.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.7% | +4.1% |
| 7D | +2.6% | +1.4% | +1.3% | +2.5% |
| 30D | +2.6% | +29.7% | -27.1% | +0.6% |
| 3M | -10.1% | +29.7% | -39.8% | -12.1% |
| 6M | +4.4% | +36.8% | -32.4% | +1.0% |
| YTD | +11.7% | +31.7% | -19.9% | +7.1% |
| 1Y | +20.9% | +62.4% | -41.4% | +11.4% |
| All | +20.9% | +61.3% | -40.4% | +11.4% |
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