-10.0%
CRM vs MS
+22.2%
-32.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.9% |
| 7D | -6.2% | +2.6% | -8.8% | -6.4% |
| 30D | -1.2% | +2.6% | -3.8% | -1.3% |
| 3M | +19.1% | -10.1% | +29.2% | +20.1% |
| 6M | +23.0% | +4.4% | +18.6% | +19.0% |
| YTD | -13.7% | +11.7% | -25.4% | -16.9% |
| 1Y | -10.0% | +20.9% | -30.9% | -16.8% |
| All | -10.0% | +22.2% | -32.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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