+3.3%
MSFT vs CART
+54.8%
-51.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | -6.2% | -0.6% | -5.6% | -6.2% |
| 30D | -3.7% | +23.1% | -26.8% | -6.5% |
| 3M | +3.6% | +19.2% | -15.6% | +1.0% |
| 6M | +26.8% | +45.7% | -18.9% | +19.4% |
| YTD | +8.4% | +30.9% | -22.4% | +2.1% |
| 1Y | +3.3% | +50.2% | -46.9% | -4.7% |
| All | +3.3% | +54.8% | -51.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling