+553.7%
MS vs CNC
+158.9%
+394.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +0.8% | +4.0% | -3.2% | -0.2% |
| 30D | -0.7% | +7.4% | -8.1% | -2.5% |
| 3M | -12.4% | +5.4% | -17.8% | -13.8% |
| 6M | -1.7% | +25.4% | -27.2% | -7.4% |
| YTD | +8.0% | +70.6% | -62.5% | -6.6% |
| 1Y | +16.2% | +104.9% | -88.7% | -4.0% |
| 3Y | +171.3% | -2.3% | +173.6% | +154.3% |
| 5Y | +124.8% | -6.5% | +131.3% | +108.2% |
| 10Y | +553.7% | +153.3% | +400.4% | +373.1% |
| All | +553.7% | +158.9% | +394.8% | +373.1% |
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