+216.1%
CRWD vs MS
+145.3%
+70.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -2.4% | +1.4% | -3.8% | -3.2% |
| 30D | +1.5% | -0.3% | +1.8% | +1.8% |
| 3M | +18.5% | +0.3% | +18.2% | +18.3% |
| 6M | +109.1% | +31.3% | +77.7% | +75.4% |
| YTD | +81.8% | +24.7% | +57.2% | +57.2% |
| 1Y | +106.7% | +47.9% | +58.7% | +59.9% |
| 3Y | +428.7% | +178.3% | +250.3% | +171.8% |
| All | +216.1% | +145.3% | +70.8% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling