+127.7%
MS vs CF
+111.0%
+16.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +4.6% |
| 7D | +2.6% | -6.9% | +9.5% | +3.2% |
| 30D | +2.6% | -3.7% | +6.3% | +2.8% |
| 3M | -10.1% | -5.0% | -5.1% | -9.9% |
| 6M | +4.4% | -10.5% | +14.8% | +4.9% |
| YTD | +11.7% | +46.5% | -34.8% | +2.9% |
| 1Y | +20.9% | +34.8% | -13.9% | +12.8% |
| 3Y | +177.1% | +46.7% | +130.5% | +149.9% |
| 5Y | +127.7% | +112.0% | +15.7% | +94.8% |
| All | +127.7% | +111.0% | +16.7% | +94.8% |
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