+62.0%
CRWD vs MS
+17.1%
+44.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | -7.7% | +0.8% | -8.5% | -7.8% |
| 30D | -17.9% | -0.7% | -17.2% | -17.4% |
| 3M | +0.3% | -12.4% | +12.6% | +7.1% |
| 6M | +71.1% | -1.7% | +72.8% | +72.3% |
| YTD | +92.6% | +8.0% | +84.6% | +82.9% |
| 1Y | +62.0% | +16.2% | +45.8% | +46.3% |
| All | +62.0% | +17.1% | +44.9% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling