+1,348.4%
CRWD vs MS
+520.8%
+827.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | -2.3% | +2.5% | -4.8% | -3.4% |
| 30D | -2.1% | 0.0% | -2.0% | -1.9% |
| 3M | +27.5% | +2.4% | +25.1% | +26.1% |
| 6M | +95.8% | +36.4% | +59.4% | +69.7% |
| YTD | +79.2% | +23.8% | +55.4% | +62.0% |
| 1Y | +96.3% | +48.6% | +47.6% | +63.2% |
| 3Y | +399.8% | +179.1% | +220.6% | +216.3% |
| 5Y | +216.7% | +144.8% | +71.9% | +107.7% |
| All | +1,348.4% | +520.8% | +827.6% | +550.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling