+607.1%
MS vs CB
+248.0%
+359.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -3.8% | +9.1% | -12.8% | -9.1% |
| 3M | -14.6% | +3.4% | -18.0% | -16.7% |
| 6M | -5.1% | +14.1% | -19.2% | -14.3% |
| YTD | +4.5% | +18.0% | -13.5% | -8.5% |
| 1Y | +13.5% | +30.1% | -16.6% | -7.3% |
| 3Y | +160.4% | +71.8% | +88.6% | +68.6% |
| 5Y | +112.9% | +101.8% | +11.0% | +19.5% |
| All | +607.1% | +248.0% | +359.1% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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