+553.7%
MS vs CPAY
+203.9%
+349.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +0.8% | +13.1% | -12.3% | -5.7% |
| 30D | -0.7% | +15.5% | -16.2% | -8.3% |
| 3M | -12.4% | +14.7% | -27.0% | -18.9% |
| 6M | -1.7% | +33.6% | -35.4% | -16.8% |
| YTD | +8.0% | +52.7% | -44.7% | -16.7% |
| 1Y | +16.2% | +63.5% | -47.3% | -14.0% |
| 3Y | +171.3% | +98.8% | +72.5% | +74.7% |
| 5Y | +124.8% | +88.6% | +36.2% | +45.0% |
| 10Y | +553.7% | +213.8% | +339.9% | +247.0% |
| All | +553.7% | +203.9% | +349.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling