+232.4%
CRM vs MS
+799.6%
-567.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.1% |
| 7D | -8.1% | -2.1% | -6.0% | -7.3% |
| 30D | +23.1% | -1.1% | +24.2% | +23.6% |
| 3M | +42.5% | +3.5% | +39.1% | +39.1% |
| 6M | +25.3% | +33.7% | -8.4% | +8.6% |
| YTD | -7.8% | +21.8% | -29.6% | -17.0% |
| 1Y | +1.0% | +41.1% | -40.1% | -15.0% |
| 3Y | +10.0% | +174.5% | -164.5% | -32.9% |
| 5Y | -3.9% | +140.7% | -144.5% | -38.7% |
| All | +232.4% | +799.6% | -567.2% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling