+5,285.6%
MS vs CP
+11,733.1%
-6,447.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -5.5% |
| 7D | -3.4% | +6.1% | -9.5% | -7.0% |
| 30D | -3.9% | +9.8% | -13.7% | -9.7% |
| 3M | -15.9% | +2.7% | -18.7% | -17.6% |
| 6M | -2.5% | +12.8% | -15.3% | -10.7% |
| YTD | +5.1% | +28.2% | -23.1% | -12.4% |
| 1Y | +13.0% | +34.1% | -21.2% | -8.7% |
| 3Y | +160.7% | +28.9% | +131.8% | +111.1% |
| 5Y | +114.0% | +27.1% | +87.0% | +71.5% |
| 10Y | +637.5% | +264.8% | +372.7% | +189.3% |
| All | +5,285.6% | +11,733.1% | -6,447.4% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling