+1,786.1%
MS vs CG
+351.2%
+1,434.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +1.4% | -4.3% | +5.7% | +3.5% |
| 30D | -0.3% | -5.1% | +4.8% | +2.0% |
| 3M | +0.3% | +8.7% | -8.4% | -4.4% |
| 6M | +31.3% | -9.2% | +40.6% | +36.1% |
| YTD | +24.7% | -18.9% | +43.5% | +35.9% |
| 1Y | +47.9% | -25.6% | +73.6% | +67.3% |
| 3Y | +178.3% | +57.3% | +121.1% | +111.1% |
| 5Y | +144.9% | +10.2% | +134.7% | +109.0% |
| 10Y | +804.5% | +364.2% | +440.3% | +281.3% |
| All | +1,786.1% | +351.2% | +1,434.9% | +600.9% |
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 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