+145.1%
MS vs CFG
+101.4%
+43.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | +1.5% | -0.2% | +0.5% |
| 30D | -0.3% | -3.8% | +3.6% | +2.0% |
| 3M | +0.3% | +11.5% | -11.2% | -6.2% |
| 6M | +31.3% | +19.2% | +12.1% | +18.1% |
| YTD | +24.7% | +23.7% | +1.0% | +9.7% |
| 1Y | +47.9% | +38.8% | +9.1% | +21.3% |
| 3Y | +178.3% | +178.9% | -0.6% | +53.6% |
| All | +145.1% | +101.4% | +43.7% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling