+537.0%
MS vs CP
+259.0%
+278.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.3% |
| 7D | +3.7% | +0.9% | +2.8% | +3.1% |
| 30D | +2.0% | +10.3% | -8.4% | -4.4% |
| 3M | -12.6% | +2.3% | -14.8% | -14.1% |
| 6M | -0.3% | +10.7% | -11.0% | -7.6% |
| YTD | +9.0% | +29.3% | -20.3% | -10.0% |
| 1Y | +13.9% | +31.5% | -17.6% | -7.0% |
| 3Y | +173.6% | +36.7% | +136.9% | +110.4% |
| 5Y | +122.0% | +26.8% | +95.2% | +75.6% |
| All | +537.0% | +259.0% | +278.0% | +140.9% |
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