+178.4%
MS vs CSGP
-57.8%
+236.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.7% |
| 7D | +2.6% | +18.3% | -15.7% | +0.2% |
| 30D | +2.6% | +17.8% | -15.2% | -0.5% |
| 3M | -10.1% | +9.3% | -19.3% | -12.0% |
| 6M | +4.4% | -7.9% | +12.3% | +5.6% |
| YTD | +11.7% | -51.5% | +63.3% | +32.9% |
| 1Y | +20.9% | -53.3% | +74.3% | +45.4% |
| All | +178.4% | -57.8% | +236.2% | +224.6% |
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