+119.9%
MS vs CG
-16.4%
+136.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.6% | -3.5% | 0.0% |
| 7D | +0.7% | +3.0% | -2.3% | -0.7% |
| 30D | -0.9% | +10.1% | -11.1% | -5.5% |
| 3M | -13.0% | -10.8% | -2.2% | -8.7% |
| 6M | -2.0% | -15.2% | +13.2% | +4.8% |
| YTD | +7.8% | -26.9% | +34.7% | +22.8% |
| 1Y | +17.9% | -17.0% | +34.9% | +26.3% |
| 3Y | +174.8% | +54.6% | +120.1% | +114.4% |
| 5Y | +119.9% | -16.7% | +136.6% | +108.2% |
| All | +119.9% | -16.4% | +136.2% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling