+126.1%
MS vs CART
+38.4%
+87.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.6% | +3.0% | -4.5% | -1.8% |
| 30D | -3.8% | +28.6% | -32.3% | -6.6% |
| 3M | -14.6% | +29.1% | -43.7% | -17.4% |
| 6M | -5.1% | +44.7% | -49.8% | -9.7% |
| YTD | +4.5% | +29.2% | -24.7% | +0.3% |
| 1Y | +13.5% | +66.2% | -52.6% | +5.4% |
| 3Y | +160.4% | +112.8% | +47.6% | +132.0% |
| All | +126.1% | +38.4% | +87.7% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling