-8.6%
CRM vs MS
+15.2%
-23.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +2.0% | +5.1% | -3.1% | +1.6% |
| 30D | -7.7% | +5.7% | -13.4% | -7.9% |
| 3M | +8.4% | -12.2% | +20.5% | +9.1% |
| 6M | +31.9% | -0.5% | +32.4% | +29.1% |
| YTD | -17.2% | +9.8% | -27.0% | -19.4% |
| 1Y | -8.6% | +17.7% | -26.4% | -13.3% |
| All | -8.6% | +15.2% | -23.8% | -13.3% |
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