+161.8%
MS vs CB
+74.6%
+87.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -5.9% |
| 7D | -3.4% | +2.6% | -6.0% | -3.7% |
| 30D | -3.9% | +11.2% | -15.1% | -5.1% |
| 3M | -15.9% | +5.7% | -21.6% | -16.4% |
| 6M | -2.5% | +15.9% | -18.4% | -4.9% |
| YTD | +5.1% | +20.2% | -15.1% | +1.1% |
| 1Y | +13.0% | +32.4% | -19.4% | +5.5% |
| All | +161.8% | +74.6% | +87.2% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling