+181.3%
MS vs CP
+17.1%
+164.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.5% |
| 30D | -0.3% | +0.2% | -0.4% | -0.4% |
| 3M | +0.3% | +2.6% | -2.3% | -1.2% |
| 6M | +31.3% | +6.0% | +25.4% | +27.2% |
| YTD | +24.7% | +24.9% | -0.3% | +11.2% |
| 1Y | +47.9% | +20.1% | +27.8% | +34.4% |
| All | +181.3% | +17.1% | +164.2% | +140.7% |
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