+53.8%
MSFT vs CART
+111.7%
-57.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.3% |
| 7D | +1.1% | +1.2% | -0.1% | +1.0% |
| 30D | +1.3% | +27.1% | -25.8% | -1.4% |
| 3M | +10.2% | +27.4% | -17.3% | +7.0% |
| 6M | +30.8% | +32.1% | -1.3% | +26.3% |
| YTD | +11.5% | +28.5% | -17.0% | +7.4% |
| 1Y | +6.5% | +58.8% | -52.3% | +0.5% |
| All | +53.8% | +111.7% | -57.8% | +41.1% |
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