+13.5%
MS vs CB
+29.6%
-16.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -1.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.5% |
| 30D | -3.8% | +9.1% | -12.8% | -1.3% |
| 3M | -14.6% | +3.4% | -18.0% | -13.8% |
| 6M | -5.1% | +14.1% | -19.2% | -1.4% |
| YTD | +4.5% | +18.0% | -13.5% | +8.4% |
| 1Y | +13.5% | +30.1% | -16.6% | +21.9% |
| All | +13.5% | +29.6% | -16.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling