+6,288.2%
MS vs CPB
+183.2%
+6,105.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | +1.4% | -8.6% | +10.0% | +4.3% |
| 30D | -0.3% | -7.2% | +7.0% | +2.0% |
| 3M | +0.3% | +0.9% | -0.6% | -1.2% |
| 6M | +31.3% | -11.8% | +43.1% | +35.0% |
| YTD | +24.7% | -19.4% | +44.1% | +31.5% |
| 1Y | +47.9% | -30.4% | +78.3% | +63.3% |
| 3Y | +178.3% | -40.2% | +218.5% | +215.5% |
| 5Y | +144.9% | -39.5% | +184.4% | +169.8% |
| 10Y | +804.5% | -47.4% | +851.9% | +880.6% |
| All | +6,288.2% | +183.2% | +6,105.0% | +4,200.5% |
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