+141.7%
MS vs CART
+41.0%
+100.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -10.1% | +29.7% | -39.8% | -13.1% |
| 6M | +4.4% | +36.8% | -32.4% | -0.1% |
| YTD | +11.7% | +31.7% | -19.9% | +7.0% |
| 1Y | +20.9% | +62.4% | -41.4% | +12.6% |
| 3Y | +177.1% | +120.1% | +57.1% | +146.0% |
| All | +141.7% | +41.0% | +100.7% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling