+179.2%
MS vs CRH
+68.8%
+110.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.4% |
| 7D | -2.1% | -4.8% | +2.7% | 0.0% |
| 30D | -1.1% | -13.1% | +12.0% | +5.1% |
| 3M | +3.5% | -12.0% | +15.4% | +8.8% |
| 6M | +33.7% | -16.9% | +50.6% | +43.6% |
| YTD | +21.8% | -29.0% | +50.7% | +40.4% |
| 1Y | +41.1% | -20.3% | +61.4% | +53.1% |
| All | +179.2% | +68.8% | +110.4% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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