+114.0%
MS vs CB
+107.2%
+6.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -5.7% |
| 7D | -3.4% | +2.6% | -6.0% | -4.3% |
| 30D | -3.9% | +11.2% | -15.1% | -7.7% |
| 3M | -15.9% | +5.7% | -21.6% | -17.8% |
| 6M | -2.5% | +15.9% | -18.4% | -9.0% |
| YTD | +5.1% | +20.2% | -15.1% | -4.1% |
| 1Y | +13.0% | +32.4% | -19.4% | -2.0% |
| 3Y | +160.7% | +75.5% | +85.2% | +87.9% |
| 5Y | +114.0% | +105.5% | +8.5% | +35.2% |
| All | +114.0% | +107.2% | +6.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling