+803.2%
MS vs CPAY
+144.7%
+658.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.7% | -2.5% | +4.1% | +3.0% |
| 30D | 0.0% | +1.3% | -1.3% | -0.8% |
| 3M | +3.0% | +13.5% | -10.5% | -4.4% |
| 6M | +35.7% | +24.7% | +11.0% | +18.8% |
| YTD | +23.3% | +34.9% | -11.6% | +2.1% |
| 1Y | +44.7% | +29.7% | +15.0% | +21.4% |
| 3Y | +178.0% | +49.4% | +128.6% | +111.3% |
| 5Y | +143.2% | +53.5% | +89.7% | +76.8% |
| 10Y | +803.2% | +152.5% | +650.7% | +414.3% |
| All | +803.2% | +144.7% | +658.5% | +414.3% |
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