+112.4%
MS vs CNC
-5.9%
+118.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.4% | -0.1% |
| 7D | -1.6% | +1.9% | -3.4% | -1.7% |
| 30D | -3.8% | +7.3% | -11.1% | -4.4% |
| 3M | -14.6% | +8.6% | -23.2% | -15.3% |
| 6M | -5.1% | +26.0% | -31.1% | -7.0% |
| YTD | +4.5% | +69.5% | -65.0% | -0.4% |
| 1Y | +13.5% | +88.0% | -74.4% | +7.2% |
| 3Y | +160.4% | -2.9% | +163.3% | +159.0% |
| All | +112.4% | -5.9% | +118.4% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling