+556.2%
MS vs CPB
-40.1%
+596.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.7% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | +0.9% | +16.9% | -16.0% | -0.4% |
| 3M | -10.8% | -0.6% | -10.3% | -10.9% |
| 6M | +0.9% | +11.4% | -10.5% | -0.5% |
| YTD | +9.8% | -14.8% | +24.6% | +11.1% |
| 1Y | +17.1% | -24.8% | +41.8% | +20.1% |
| 3Y | +175.7% | -36.6% | +212.3% | +186.1% |
| 5Y | +125.9% | -33.3% | +159.2% | +130.5% |
| 10Y | +556.2% | -40.4% | +596.6% | +598.2% |
| All | +556.2% | -40.1% | +596.3% | +598.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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