+1,369.7%
CRWD vs MSI
+219.7%
+1,150.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.4% | -3.7% | +1.3% | -0.9% |
| 30D | +1.5% | +6.8% | -5.3% | -1.8% |
| 3M | +18.5% | +14.3% | +4.2% | +11.0% |
| 6M | +109.1% | -1.6% | +110.7% | +108.3% |
| YTD | +81.8% | +22.8% | +59.0% | +62.2% |
| 1Y | +106.7% | -1.1% | +107.8% | +104.0% |
| 3Y | +428.7% | +70.5% | +358.2% | +295.8% |
| 5Y | +206.4% | +102.8% | +103.6% | +107.5% |
| All | +1,369.7% | +219.7% | +1,150.0% | +679.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling