+6,101.6%
CRH vs MSI
+3,963.1%
+2,138.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -3.6% | -4.0% | +0.4% | -2.8% |
| 30D | -10.8% | -0.5% | -10.4% | -10.8% |
| 3M | -13.5% | +11.4% | -24.9% | -15.6% |
| 6M | -15.4% | +1.0% | -16.4% | -16.0% |
| YTD | -27.6% | +20.7% | -48.3% | -30.8% |
| 1Y | -18.4% | -2.7% | -15.7% | -18.6% |
| 3Y | +72.5% | +68.2% | +4.3% | +53.1% |
| 5Y | +99.2% | +100.0% | -0.8% | +70.5% |
| 10Y | +257.0% | +596.9% | -339.8% | +142.7% |
| All | +6,101.6% | +3,963.1% | +2,138.5% | +3,200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling