+1.0%
CRM vs MS
+42.2%
-41.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -8.1% | -2.1% | -6.0% | -7.9% |
| 30D | +23.1% | -1.1% | +24.2% | +23.2% |
| 3M | +42.5% | +3.5% | +39.1% | +40.2% |
| 6M | +25.3% | +33.7% | -8.4% | +15.0% |
| YTD | -7.8% | +21.8% | -29.6% | -12.1% |
| 1Y | +1.0% | +41.1% | -40.1% | -9.0% |
| All | +1.0% | +42.2% | -41.2% | -9.0% |
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