+10.2%
CRM vs MS
+176.5%
-166.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.0% | +1.7% | -6.6% | -5.5% |
| 30D | +23.6% | 0.0% | +23.6% | +23.6% |
| 3M | +39.6% | +3.0% | +36.6% | +37.0% |
| 6M | +23.4% | +35.7% | -12.2% | +8.1% |
| YTD | -7.4% | +23.3% | -30.7% | -15.8% |
| 1Y | -2.3% | +44.7% | -47.0% | -17.2% |
| All | +10.2% | +176.5% | -166.3% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling