+181.3%
MS vs CB
+74.5%
+106.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -0.3% | -3.1% | +2.9% | +0.2% |
| 3M | +0.3% | +9.0% | -8.7% | -2.0% |
| 6M | +31.3% | +2.9% | +28.5% | +30.1% |
| YTD | +24.7% | +10.1% | +14.6% | +20.9% |
| 1Y | +47.9% | +22.8% | +25.1% | +38.2% |
| All | +181.3% | +74.5% | +106.8% | +125.4% |
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