+145.1%
MS vs CPB
-39.5%
+184.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +1.4% | -8.6% | +10.0% | +1.5% |
| 30D | -0.3% | -7.2% | +7.0% | -0.2% |
| 3M | +0.3% | +0.9% | -0.6% | +0.1% |
| 6M | +31.3% | -11.8% | +43.1% | +31.8% |
| YTD | +24.7% | -19.4% | +44.1% | +25.5% |
| 1Y | +47.9% | -30.4% | +78.3% | +50.1% |
| 3Y | +178.3% | -40.2% | +218.5% | +183.1% |
| All | +145.1% | -39.5% | +184.5% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling