+114.0%
MS vs CF
+125.5%
-11.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -6.4% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.9% | +2.2% | -6.1% | -4.2% |
| 3M | -15.9% | +2.1% | -18.0% | -16.2% |
| 6M | -2.5% | -6.5% | +4.1% | -2.3% |
| YTD | +5.1% | +55.6% | -50.5% | -3.7% |
| 1Y | +13.0% | +42.3% | -29.3% | +5.0% |
| 3Y | +160.7% | +55.7% | +104.9% | +133.9% |
| 5Y | +114.0% | +122.4% | -8.4% | +82.8% |
| All | +114.0% | +125.5% | -11.4% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling