+819.1%
MS vs CSGP
+3,520.0%
-2,700.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.9% |
| 7D | +2.6% | +18.3% | -15.7% | -3.3% |
| 30D | +2.6% | +17.8% | -15.2% | -4.3% |
| 3M | -10.1% | +9.3% | -19.3% | -14.5% |
| 6M | +4.4% | -7.9% | +12.3% | +3.6% |
| YTD | +11.7% | -51.5% | +63.3% | +36.5% |
| 1Y | +20.9% | -53.3% | +74.3% | +49.4% |
| 3Y | +177.1% | -57.9% | +235.0% | +246.8% |
| 5Y | +127.7% | -61.3% | +189.1% | +184.7% |
| 10Y | +684.1% | +77.5% | +606.5% | +452.5% |
| All | +819.1% | +3,520.0% | -2,700.9% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling