+218.9%
CRWD vs MSI
+100.4%
+118.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -2.8% | -1.8% | -1.1% | -1.9% |
| 30D | -5.9% | -0.6% | -5.2% | -5.7% |
| 3M | +29.0% | +13.0% | +15.9% | +18.9% |
| 6M | +91.5% | +0.5% | +91.0% | +88.4% |
| YTD | +78.2% | +21.7% | +56.5% | +52.1% |
| 1Y | +96.6% | -2.6% | +99.2% | +96.0% |
| 3Y | +397.0% | +69.7% | +327.4% | +205.2% |
| 5Y | +218.9% | +102.8% | +116.1% | +47.4% |
| All | +218.9% | +100.4% | +118.4% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling