+578.8%
MS vs CRL
+400.8%
+178.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.5% |
| 7D | +0.7% | +4.4% | -3.6% | -1.1% |
| 30D | -0.9% | +17.1% | -18.0% | -6.8% |
| 3M | -13.0% | +32.1% | -45.1% | -21.8% |
| 6M | -2.0% | +98.9% | -100.9% | -25.0% |
| YTD | +7.8% | +77.1% | -69.4% | -14.9% |
| 1Y | +17.9% | +110.3% | -92.4% | -12.8% |
| 3Y | +174.8% | +108.5% | +66.3% | +87.7% |
| 5Y | +119.9% | -7.9% | +127.7% | +107.3% |
| 10Y | +578.8% | +368.9% | +209.9% | +181.9% |
| All | +578.8% | +400.8% | +178.0% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling