+205.1%
CRM vs MS
+549.7%
-344.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.0% | +5.1% | -3.1% | -0.2% |
| 30D | -7.7% | +5.7% | -13.4% | -10.0% |
| 3M | +8.4% | -12.2% | +20.5% | +13.9% |
| 6M | +31.9% | -0.5% | +32.4% | +30.1% |
| YTD | -17.2% | +9.8% | -27.0% | -22.5% |
| 1Y | -8.6% | +17.7% | -26.4% | -17.2% |
| 3Y | +3.1% | +176.8% | -173.7% | -38.0% |
| 5Y | -27.6% | +123.7% | -151.3% | -52.8% |
| All | +205.1% | +549.7% | -344.6% | +23.8% |
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 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