+925.4%
MS vs CSGP
+3,334.4%
-2,409.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | +1.4% | -4.1% | +5.4% | +2.8% |
| 30D | -0.3% | +2.3% | -2.6% | -1.5% |
| 3M | +0.3% | -8.2% | +8.5% | +1.5% |
| 6M | +31.3% | -35.1% | +66.4% | +48.9% |
| YTD | +24.7% | -54.0% | +78.7% | +57.4% |
| 1Y | +47.9% | -65.3% | +113.2% | +105.2% |
| 3Y | +178.3% | -62.6% | +240.9% | +268.2% |
| 5Y | +144.9% | -64.8% | +209.7% | +220.6% |
| 10Y | +804.5% | +45.1% | +759.5% | +592.8% |
| All | +925.4% | +3,334.4% | -2,409.0% | +200.6% |
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