+127.3%
MS vs CART
+37.6%
+89.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -5.7% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | -3.9% | +27.1% | -31.0% | -6.6% |
| 3M | -15.9% | +27.4% | -43.3% | -18.5% |
| 6M | -2.5% | +32.1% | -34.6% | -6.3% |
| YTD | +5.1% | +28.5% | -23.4% | +1.0% |
| 1Y | +13.0% | +58.8% | -45.9% | +5.4% |
| 3Y | +160.7% | +114.8% | +45.9% | +132.1% |
| All | +127.3% | +37.6% | +89.7% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling