+5,626.0%
MS vs CP
+11,815.1%
-6,189.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.0% |
| 7D | +2.6% | +5.6% | -2.9% | -0.9% |
| 30D | +2.6% | +10.0% | -7.4% | -3.7% |
| 3M | -10.1% | +4.4% | -14.5% | -12.8% |
| 6M | +4.4% | +14.1% | -9.7% | -5.2% |
| YTD | +11.7% | +29.1% | -17.3% | -7.3% |
| 1Y | +20.9% | +34.6% | -13.6% | -2.5% |
| 3Y | +177.1% | +29.8% | +147.4% | +123.4% |
| 5Y | +127.7% | +28.7% | +99.0% | +80.9% |
| 10Y | +684.1% | +267.3% | +416.7% | +206.1% |
| All | +5,626.0% | +11,815.1% | -6,189.1% | +357.9% |
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