+14.7%
MS vs CEG
-22.1%
+36.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.2% |
| 7D | -1.7% | +11.8% | -13.5% | -3.5% |
| 30D | +0.9% | -6.5% | +7.4% | +1.7% |
| 3M | -10.8% | -1.2% | -9.7% | -11.0% |
| 6M | +0.9% | -8.0% | +8.9% | +0.8% |
| YTD | +9.8% | -21.9% | +31.7% | +11.5% |
| All | +14.7% | -22.1% | +36.8% | +15.9% |
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