+160.4%
MS vs CP
+26.5%
+133.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.1% |
| 7D | -1.6% | +2.8% | -4.3% | -2.6% |
| 30D | -3.8% | +10.2% | -14.0% | -7.5% |
| 3M | -14.6% | +2.4% | -16.9% | -15.5% |
| 6M | -5.1% | +7.7% | -12.7% | -8.5% |
| YTD | +4.5% | +26.0% | -21.5% | -6.8% |
| 1Y | +13.5% | +34.6% | -21.1% | -2.0% |
| 3Y | +160.4% | +26.7% | +133.7% | +121.7% |
| All | +160.4% | +26.5% | +133.9% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling