+161.8%
MS vs CFG
+171.1%
-9.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -3.9% |
| 7D | -3.4% | -2.2% | -1.2% | -1.9% |
| 30D | -3.9% | +0.4% | -4.3% | -4.1% |
| 3M | -15.9% | -12.6% | -3.3% | -8.5% |
| 6M | -2.5% | +0.6% | -3.1% | -3.5% |
| YTD | +5.1% | +12.4% | -7.4% | -3.2% |
| 1Y | +13.0% | +27.7% | -14.7% | -4.1% |
| All | +161.8% | +171.1% | -9.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling