+71.6%
CRH vs MSI
+70.3%
+1.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -0.4% | -5.7% | -6.0% |
| 30D | -9.3% | -0.8% | -8.5% | -9.2% |
| 3M | -15.2% | +13.9% | -29.1% | -18.2% |
| 6M | -14.2% | +1.3% | -15.6% | -14.6% |
| YTD | -28.3% | +22.3% | -50.5% | -33.1% |
| 1Y | -21.8% | -3.9% | -17.9% | -20.1% |
| 3Y | +71.6% | +69.9% | +1.7% | +35.8% |
| All | +71.6% | +70.3% | +1.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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