+133.3%
MS vs CEG
+666.0%
-532.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +5.1% | +12.1% | -7.0% | +2.8% |
| 30D | +5.7% | +0.2% | +5.4% | +5.4% |
| 3M | -12.2% | +0.7% | -12.9% | -12.8% |
| 6M | -0.5% | +2.2% | -2.7% | -1.7% |
| YTD | +9.8% | -20.3% | +30.2% | +12.5% |
| 1Y | +17.7% | -16.1% | +33.8% | +19.1% |
| 3Y | +176.8% | +134.7% | +42.2% | +115.7% |
| All | +133.3% | +666.0% | -532.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling