+52.3%
MSFT vs CART
+112.9%
-60.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +1.7% | +3.0% | -1.3% | +1.4% |
| 30D | +0.2% | +28.6% | -28.4% | -2.6% |
| 3M | +6.4% | +29.1% | -22.7% | +3.2% |
| 6M | +28.7% | +44.7% | -16.0% | +23.0% |
| YTD | +10.4% | +29.2% | -18.8% | +6.3% |
| 1Y | +7.6% | +66.2% | -58.5% | +1.1% |
| 3Y | +52.3% | +112.8% | -60.5% | +39.6% |
| All | +52.3% | +112.9% | -60.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling