+176.8%
MS vs CRH
+65.8%
+111.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.1% | -1.3% | +6.4% | +5.7% |
| 30D | +5.7% | +18.1% | -12.4% | -2.1% |
| 3M | -12.2% | -3.9% | -8.3% | -10.9% |
| 6M | -0.5% | -13.3% | +12.8% | +5.2% |
| YTD | +9.8% | -24.2% | +34.0% | +23.1% |
| 1Y | +17.7% | -14.9% | +32.6% | +24.2% |
| 3Y | +176.8% | +64.9% | +111.9% | +127.7% |
| All | +176.8% | +65.8% | +111.0% | +127.7% |
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