+808.5%
MS vs CF
+569.3%
+239.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.2% |
| 7D | +1.4% | +6.0% | -4.6% | -0.4% |
| 30D | -0.3% | +14.8% | -15.1% | -4.5% |
| 3M | +0.3% | +14.1% | -13.8% | -4.3% |
| 6M | +31.3% | +28.5% | +2.8% | +17.0% |
| YTD | +24.7% | +74.9% | -50.3% | -0.4% |
| 1Y | +47.9% | +61.7% | -13.8% | +20.7% |
| 3Y | +178.3% | +80.3% | +98.0% | +110.8% |
| 5Y | +144.9% | +226.0% | -81.1% | +30.6% |
| All | +808.5% | +569.3% | +239.2% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling