+20.9%
MS vs CEG
-33.0%
+53.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.7% | +10.9% | +5.2% |
| 7D | +2.6% | -4.8% | +7.4% | +3.3% |
| 30D | +2.6% | -8.2% | +10.8% | +3.7% |
| 3M | -10.1% | -7.9% | -2.2% | -9.2% |
| 6M | +4.4% | -23.2% | +27.6% | +7.0% |
| YTD | +11.7% | -30.1% | +41.9% | +15.5% |
| 1Y | +20.9% | -31.9% | +52.8% | +25.4% |
| All | +20.9% | -33.0% | +53.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling