+5,063.8%
MS vs CB
+7,216.6%
-2,152.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.2% | +2.9% |
| 7D | +2.6% | +5.3% | -2.6% | -0.6% |
| 30D | +2.6% | +13.2% | -10.6% | -5.4% |
| 3M | -10.1% | +7.8% | -17.8% | -14.6% |
| 6M | +4.4% | +15.8% | -11.4% | -6.5% |
| YTD | +11.7% | +21.0% | -9.2% | -3.4% |
| 1Y | +20.9% | +32.2% | -11.2% | -1.4% |
| 3Y | +177.1% | +76.7% | +100.5% | +82.6% |
| 5Y | +127.7% | +110.4% | +17.4% | +32.3% |
| 10Y | +684.1% | +261.0% | +423.1% | +216.4% |
| All | +5,063.8% | +7,216.6% | -2,152.8% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling