+5,676.4%
CRM vs MSI
+867.2%
+4,809.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -5.0% | -4.0% | -1.0% | -3.1% |
| 30D | +23.6% | -0.5% | +24.1% | +23.9% |
| 3M | +39.6% | +11.4% | +28.2% | +32.1% |
| 6M | +23.4% | +1.0% | +22.5% | +21.5% |
| YTD | -7.4% | +20.7% | -28.0% | -16.8% |
| 1Y | -2.3% | -2.7% | +0.4% | -3.0% |
| 3Y | +10.5% | +68.2% | -57.7% | -17.2% |
| 5Y | -4.7% | +100.0% | -104.7% | -34.6% |
| 10Y | +234.7% | +596.9% | -362.1% | +24.0% |
| All | +5,676.4% | +867.2% | +4,809.1% | +1,335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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