+5,285.6%
MS vs CPB
+210.4%
+5,075.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.7% | -6.2% |
| 7D | -3.4% | +11.6% | -15.0% | -6.9% |
| 30D | -3.9% | +23.3% | -27.2% | -10.7% |
| 3M | -15.9% | +1.6% | -17.6% | -17.1% |
| 6M | -2.5% | +13.9% | -16.4% | -8.4% |
| YTD | +5.1% | -11.7% | +16.8% | +7.0% |
| 1Y | +13.0% | -18.2% | +31.2% | +17.8% |
| 3Y | +160.7% | -35.2% | +195.9% | +186.8% |
| 5Y | +114.0% | -30.5% | +144.6% | +123.4% |
| 10Y | +637.5% | -37.1% | +674.6% | +641.0% |
| All | +5,285.6% | +210.4% | +5,075.2% | +3,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling