+379.3%
CRWD vs MS
+169.4%
+209.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +3.5% |
| 7D | -5.5% | +0.7% | -6.2% | -5.7% |
| 30D | -16.9% | -0.9% | -16.0% | -16.3% |
| 3M | +6.6% | -13.0% | +19.6% | +15.4% |
| 6M | +73.2% | -2.0% | +75.2% | +74.5% |
| YTD | +95.1% | +7.8% | +87.3% | +84.3% |
| 1Y | +69.4% | +17.9% | +51.5% | +51.4% |
| 3Y | +379.3% | +174.8% | +204.5% | +196.0% |
| All | +379.3% | +169.4% | +209.9% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling