+382.4%
CRWD vs MSI
+68.0%
+314.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.2% | -4.0% | +6.1% | +3.4% |
| 30D | -7.7% | -0.5% | -7.3% | -7.7% |
| 3M | +28.9% | +11.4% | +17.5% | +23.7% |
| 6M | +91.5% | +1.0% | +90.5% | +90.1% |
| YTD | +77.3% | +20.7% | +56.7% | +60.7% |
| 1Y | +96.3% | -2.7% | +99.0% | +99.0% |
| All | +382.4% | +68.0% | +314.4% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling