+6,032.9%
CRM vs MS
+708.7%
+5,324.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.1% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +34.3% | -0.3% | +34.6% | +34.4% |
| 3M | +37.7% | +0.3% | +37.4% | +36.6% |
| 6M | +34.9% | +31.3% | +3.6% | +21.2% |
| YTD | -1.6% | +24.7% | -26.3% | -10.2% |
| 1Y | +7.1% | +47.9% | -40.8% | -8.1% |
| 3Y | +19.0% | +178.3% | -159.3% | -19.2% |
| 5Y | -1.3% | +144.9% | -146.2% | -30.2% |
| 10Y | +251.2% | +804.5% | -553.4% | +52.0% |
| All | +6,032.9% | +708.7% | +5,324.2% | +1,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling