+124.8%
MS vs CP
+25.5%
+99.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +0.8% | +2.8% | -2.0% | -0.5% |
| 30D | -0.7% | +11.0% | -11.7% | -5.8% |
| 3M | -12.4% | +3.8% | -16.2% | -14.1% |
| 6M | -1.7% | +9.5% | -11.2% | -6.9% |
| YTD | +8.0% | +28.2% | -20.2% | -6.6% |
| 1Y | +16.2% | +33.0% | -16.7% | -1.6% |
| 3Y | +171.3% | +35.5% | +135.7% | +120.2% |
| 5Y | +124.8% | +25.8% | +99.0% | +87.7% |
| All | +124.8% | +25.5% | +99.3% | +87.7% |
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 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