+1,085.4%
MS vs CPAY
+1,565.5%
-480.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +1.4% | +2.1% | -0.7% | +0.3% |
| 30D | -0.3% | +5.5% | -5.8% | -3.2% |
| 3M | +0.3% | +16.6% | -16.3% | -8.4% |
| 6M | +31.3% | +26.7% | +4.7% | +13.6% |
| YTD | +24.7% | +38.4% | -13.7% | +1.5% |
| 1Y | +47.9% | +30.1% | +17.8% | +23.4% |
| 3Y | +178.3% | +52.6% | +125.7% | +108.2% |
| 5Y | +144.9% | +59.0% | +85.9% | +73.8% |
| 10Y | +804.5% | +148.4% | +656.2% | +378.5% |
| All | +1,085.4% | +1,565.5% | -480.1% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling