+161.8%
MS vs CSGP
-58.5%
+220.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.7% |
| 7D | -3.4% | +13.9% | -17.3% | -5.1% |
| 30D | -3.9% | +16.0% | -19.9% | -6.6% |
| 3M | -15.9% | +6.1% | -22.0% | -17.3% |
| 6M | -2.5% | -8.2% | +5.7% | -1.4% |
| YTD | +5.1% | -52.3% | +57.4% | +25.3% |
| 1Y | +13.0% | -54.5% | +67.5% | +36.5% |
| All | +161.8% | -58.5% | +220.3% | +206.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling