+607.1%
MS vs CF
+561.7%
+45.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -1.6% | -3.2% | +1.6% | -0.9% |
| 30D | -3.8% | +4.3% | -8.1% | -5.4% |
| 3M | -14.6% | +2.8% | -17.4% | -16.1% |
| 6M | -5.1% | +0.6% | -5.7% | -7.1% |
| YTD | +4.5% | +56.6% | -52.1% | -14.5% |
| 1Y | +13.5% | +49.6% | -36.1% | -5.8% |
| 3Y | +160.4% | +61.5% | +98.9% | +102.4% |
| 5Y | +112.9% | +124.0% | -11.1% | +31.4% |
| All | +607.1% | +561.7% | +45.4% | +158.7% |
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