+145.1%
MS vs CG
+10.1%
+134.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +1.4% | -4.3% | +5.7% | +3.4% |
| 30D | -0.3% | -5.1% | +4.8% | +2.0% |
| 3M | +0.3% | +8.7% | -8.4% | -4.2% |
| 6M | +31.3% | -9.2% | +40.6% | +36.0% |
| YTD | +24.7% | -18.9% | +43.5% | +35.6% |
| 1Y | +47.9% | -25.6% | +73.6% | +66.8% |
| 3Y | +178.3% | +57.3% | +121.1% | +116.0% |
| All | +145.1% | +10.1% | +134.9% | +100.9% |
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 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