+578.8%
MS vs CPB
-39.9%
+618.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +0.7% | +3.3% | -2.5% | +0.5% |
| 30D | -0.9% | +19.0% | -19.9% | -2.4% |
| 3M | -13.0% | +0.4% | -13.4% | -13.1% |
| 6M | -2.0% | +13.0% | -14.9% | -3.4% |
| YTD | +7.8% | -12.7% | +20.5% | +8.8% |
| 1Y | +17.9% | -20.9% | +38.7% | +20.2% |
| 3Y | +174.8% | -35.4% | +210.2% | +184.6% |
| 5Y | +119.9% | -32.3% | +152.1% | +124.2% |
| 10Y | +578.8% | -40.5% | +619.4% | +633.4% |
| All | +578.8% | -39.9% | +618.8% | +633.4% |
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