+794.2%
MS vs CNC
+93.1%
+701.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.1% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | 0.0% | -1.8% | +1.8% | +0.3% |
| 3M | +2.4% | -0.7% | +3.1% | +2.2% |
| 6M | +36.4% | +47.9% | -11.6% | +23.6% |
| YTD | +23.8% | +56.9% | -33.1% | +10.3% |
| 1Y | +48.6% | +123.9% | -75.3% | +20.5% |
| 3Y | +179.1% | -1.3% | +180.4% | +159.4% |
| 5Y | +144.8% | +2.8% | +142.1% | +117.7% |
| 10Y | +794.2% | +90.9% | +703.3% | +634.7% |
| All | +794.2% | +93.1% | +701.1% | +634.7% |
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