+31.3%
MS vs CPB
-14.9%
+46.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | -0.2% |
| 7D | +1.4% | -8.6% | +10.0% | +0.3% |
| 30D | -0.3% | -7.2% | +7.0% | -1.2% |
| 3M | +0.3% | +0.9% | -0.6% | +0.3% |
| 6M | +31.3% | -11.8% | +43.1% | +30.9% |
| All | +31.3% | -14.9% | +46.3% | +30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling