+125.9%
MS vs CL
+40.8%
+85.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.7% | -0.8% | -1.0% | -1.7% |
| 30D | +0.9% | +9.5% | -8.6% | +0.3% |
| 3M | -10.8% | +6.8% | -17.6% | -11.2% |
| 6M | +0.9% | +14.3% | -13.4% | -0.4% |
| YTD | +9.8% | +27.0% | -17.2% | +6.6% |
| 1Y | +17.1% | +26.3% | -9.2% | +13.7% |
| 3Y | +175.7% | +39.3% | +136.4% | +150.4% |
| 5Y | +125.9% | +41.5% | +84.3% | +99.3% |
| All | +125.9% | +40.8% | +85.1% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling