+609.4%
MS vs CNC
+5,663.7%
-5,054.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | +0.7% | +3.0% | -2.3% | -0.2% |
| 30D | -0.9% | +4.9% | -5.8% | -2.5% |
| 3M | -13.0% | +4.2% | -17.2% | -14.4% |
| 6M | -2.0% | +22.5% | -24.5% | -8.3% |
| YTD | +7.8% | +66.6% | -58.8% | -9.0% |
| 1Y | +17.9% | +82.5% | -64.6% | -3.4% |
| 3Y | +174.8% | -4.1% | +178.9% | +149.7% |
| 5Y | +119.9% | -8.3% | +128.2% | +98.3% |
| 10Y | +578.8% | +153.6% | +425.2% | +329.5% |
| All | +609.4% | +5,663.7% | -5,054.3% | +87.8% |
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