+587.9%
MS vs CNC
+5,764.6%
-5,176.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.4% | +1.1% |
| 7D | -1.6% | +1.9% | -3.4% | -2.2% |
| 30D | -3.8% | +7.3% | -11.1% | -5.9% |
| 3M | -14.6% | +8.6% | -23.2% | -17.0% |
| 6M | -5.1% | +26.0% | -31.1% | -11.8% |
| YTD | +4.5% | +69.5% | -65.0% | -12.2% |
| 1Y | +13.5% | +88.0% | -74.4% | -7.7% |
| 3Y | +160.4% | -2.9% | +163.3% | +135.9% |
| 5Y | +112.9% | -6.0% | +118.8% | +90.7% |
| 10Y | +633.4% | +126.4% | +507.0% | +374.4% |
| All | +587.9% | +5,764.6% | -5,176.7% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling