+184.7%
MS vs CPAY
+51.9%
+132.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.4% | +2.1% | -0.7% | +0.5% |
| 30D | -0.3% | +5.5% | -5.8% | -2.6% |
| 3M | +0.3% | +16.6% | -16.3% | -6.5% |
| 6M | +31.3% | +26.7% | +4.7% | +17.3% |
| YTD | +24.7% | +38.4% | -13.7% | +5.8% |
| 1Y | +47.9% | +30.1% | +17.8% | +29.2% |
| All | +184.7% | +51.9% | +132.8% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling