+26.6%
MSCI vs CART
+37.6%
-11.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.5% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +18.2% | +27.1% | -8.9% | +15.2% |
| 3M | +15.1% | +27.4% | -12.3% | +12.1% |
| 6M | +13.7% | +32.1% | -18.4% | +10.1% |
| YTD | +15.6% | +28.5% | -12.9% | +11.7% |
| 1Y | +16.3% | +58.8% | -42.5% | +10.3% |
| 3Y | +36.9% | +114.8% | -77.9% | +23.5% |
| All | +26.6% | +37.6% | -11.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 5y: compounded portfolio wealth divided by compounded CART 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…
5y analysis · Full analysis span regression · 6 months rolling