+114.0%
MS vs CP
+27.2%
+86.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -5.6% |
| 7D | -3.4% | +6.1% | -9.5% | -6.2% |
| 30D | -3.9% | +9.8% | -13.7% | -8.3% |
| 3M | -15.9% | +2.7% | -18.7% | -17.2% |
| 6M | -2.5% | +12.8% | -15.3% | -9.0% |
| YTD | +5.1% | +28.2% | -23.1% | -9.1% |
| 1Y | +13.0% | +34.1% | -21.2% | -4.9% |
| 3Y | +160.7% | +28.9% | +131.8% | +118.1% |
| 5Y | +114.0% | +27.1% | +87.0% | +76.6% |
| All | +114.0% | +27.2% | +86.8% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling