+578.8%
MS vs CP
+261.0%
+317.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +1.8% |
| 7D | +0.7% | +2.8% | -2.0% | -1.0% |
| 30D | -0.9% | +11.3% | -12.3% | -7.7% |
| 3M | -13.0% | +2.9% | -15.8% | -14.8% |
| 6M | -2.0% | +9.8% | -11.7% | -8.7% |
| YTD | +7.8% | +28.5% | -20.8% | -10.6% |
| 1Y | +17.9% | +33.5% | -15.6% | -4.8% |
| 3Y | +174.8% | +31.9% | +142.8% | +116.5% |
| 5Y | +119.9% | +25.5% | +94.4% | +75.2% |
| 10Y | +578.8% | +257.6% | +321.3% | +162.2% |
| All | +578.8% | +261.0% | +317.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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