+537.0%
MS vs CG
+274.5%
+262.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +1.4% |
| 7D | +3.7% | -1.5% | +5.2% | +4.3% |
| 30D | +2.0% | +5.7% | -3.7% | -1.2% |
| 3M | -12.6% | -17.9% | +5.3% | -4.0% |
| 6M | -0.3% | -20.2% | +19.9% | +10.4% |
| YTD | +9.0% | -32.0% | +41.0% | +29.9% |
| 1Y | +13.9% | -27.0% | +40.9% | +30.7% |
| 3Y | +173.6% | +42.8% | +130.9% | +112.7% |
| 5Y | +122.0% | -23.4% | +145.4% | +127.4% |
| All | +537.0% | +274.5% | +262.4% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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