+611.0%
MS vs CSGP
+71.3%
+539.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.4% |
| 7D | -3.4% | +13.9% | -17.3% | -7.3% |
| 30D | -3.9% | +16.0% | -19.9% | -9.4% |
| 3M | -15.9% | +6.1% | -22.0% | -18.9% |
| 6M | -2.5% | -8.2% | +5.7% | -2.6% |
| YTD | +5.1% | -52.3% | +57.4% | +30.9% |
| 1Y | +13.0% | -54.5% | +67.5% | +42.9% |
| 3Y | +160.7% | -58.6% | +219.3% | +232.0% |
| 5Y | +114.0% | -61.5% | +175.5% | +172.5% |
| All | +611.0% | +71.3% | +539.7% | +444.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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