+542.0%
MS vs CNC
+177.3%
+364.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +5.1% | +2.2% | +2.9% | +4.5% |
| 30D | +5.7% | +1.6% | +4.1% | +5.1% |
| 3M | -12.2% | +7.9% | -20.1% | -14.0% |
| 6M | -0.5% | +21.2% | -21.7% | -5.5% |
| YTD | +9.8% | +73.2% | -63.4% | -5.5% |
| 1Y | +17.7% | +97.5% | -79.7% | -2.0% |
| 3Y | +176.8% | -1.2% | +178.0% | +158.9% |
| 5Y | +123.7% | -6.1% | +129.8% | +107.2% |
| All | +542.0% | +177.3% | +364.7% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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