+1,490.1%
MS vs CG
+283.8%
+1,206.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.5% | +0.6% | -2.8% |
| 7D | -3.4% | -1.5% | -1.9% | -2.6% |
| 30D | -3.9% | +2.8% | -6.7% | -5.4% |
| 3M | -15.9% | -19.2% | +3.3% | -7.2% |
| 6M | -2.5% | -21.0% | +18.5% | +8.1% |
| YTD | +5.1% | -31.0% | +36.1% | +23.6% |
| 1Y | +13.0% | -21.1% | +34.0% | +24.2% |
| 3Y | +160.7% | +48.8% | +111.9% | +102.8% |
| 5Y | +114.0% | -21.5% | +135.6% | +116.3% |
| 10Y | +637.5% | +298.1% | +339.3% | +234.5% |
| All | +1,490.1% | +283.8% | +1,206.2% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling