+5,661.0%
MS vs CB
+6,559.4%
-898.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | -0.3% | -3.1% | +2.9% | +1.6% |
| 3M | +0.3% | +9.0% | -8.7% | -6.3% |
| 6M | +31.3% | +2.9% | +28.5% | +27.0% |
| YTD | +24.7% | +10.1% | +14.6% | +14.7% |
| 1Y | +47.9% | +22.8% | +25.1% | +26.2% |
| 3Y | +178.3% | +73.8% | +104.5% | +85.4% |
| 5Y | +144.9% | +99.2% | +45.7% | +47.3% |
| 10Y | +804.5% | +218.2% | +586.3% | +296.1% |
| All | +5,661.0% | +6,559.4% | -898.4% | +714.2% |
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 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