-0.8%
CRM vs MS
+142.1%
-142.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -4.4% | -1.5% | -2.9% | -3.8% |
| 30D | +28.1% | -1.5% | +29.6% | +29.0% |
| 3M | +48.8% | +1.4% | +47.5% | +46.4% |
| 6M | +28.3% | +34.7% | -6.4% | +8.7% |
| YTD | -6.0% | +22.7% | -28.8% | -16.8% |
| 1Y | +1.4% | +40.1% | -38.7% | -16.5% |
| 3Y | +11.8% | +181.4% | -169.6% | -39.5% |
| All | -0.8% | +142.1% | -142.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling