+611.0%
MS vs CL
+77.9%
+533.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | -3.4% | +5.9% | -9.3% | -5.1% |
| 30D | -3.9% | +13.8% | -17.7% | -7.8% |
| 3M | -15.9% | +6.4% | -22.3% | -17.7% |
| 6M | -2.5% | +15.6% | -18.1% | -7.5% |
| YTD | +5.1% | +27.9% | -22.8% | -4.5% |
| 1Y | +13.0% | +31.4% | -18.4% | +1.4% |
| 3Y | +160.7% | +41.4% | +119.3% | +118.2% |
| 5Y | +114.0% | +42.8% | +71.2% | +75.8% |
| All | +611.0% | +77.9% | +533.1% | +422.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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