+6,244.8%
MS vs CRH
+7,521.3%
-1,276.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.0% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | 0.0% | -9.5% | +9.4% | +4.3% |
| 3M | +2.4% | -10.4% | +12.8% | +6.9% |
| 6M | +36.4% | -14.2% | +50.6% | +44.5% |
| YTD | +23.8% | -26.6% | +50.4% | +40.3% |
| 1Y | +48.6% | -18.2% | +66.9% | +59.8% |
| 3Y | +179.1% | +74.9% | +104.2% | +110.1% |
| 5Y | +144.8% | +101.7% | +43.1% | +70.7% |
| 10Y | +794.2% | +249.4% | +544.8% | +387.0% |
| All | +6,244.8% | +7,521.3% | -1,276.5% | +2,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling