+4.4%
MS vs CSGP
-8.9%
+13.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +4.7% |
| 7D | +2.6% | +18.3% | -15.7% | +5.0% |
| 30D | +2.6% | +17.8% | -15.2% | +5.5% |
| 3M | -10.1% | +9.3% | -19.3% | -7.9% |
| 6M | +4.4% | -7.9% | +12.3% | +4.0% |
| All | +4.4% | -8.9% | +13.3% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling