+3.2%
MSFT vs CART
+47.6%
-44.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | -3.8% | +17.8% | -21.5% | -6.0% |
| 3M | +6.4% | +20.7% | -14.3% | +3.5% |
| 6M | +28.8% | +49.7% | -20.9% | +20.8% |
| YTD | +8.8% | +30.0% | -21.2% | +2.5% |
| 1Y | +3.2% | +48.4% | -45.2% | -4.8% |
| All | +3.2% | +47.6% | -44.4% | -4.8% |
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