+556.2%
MS vs CRL
+358.0%
+198.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -1.7% | +5.0% | -6.8% | -3.5% |
| 30D | +0.9% | +13.5% | -12.6% | -4.0% |
| 3M | -10.8% | +21.5% | -32.4% | -17.5% |
| 6M | +0.9% | +103.4% | -102.5% | -23.4% |
| YTD | +9.8% | +71.8% | -62.0% | -12.5% |
| 1Y | +17.1% | +97.5% | -80.4% | -11.5% |
| 3Y | +175.7% | +99.2% | +76.5% | +91.5% |
| 5Y | +125.9% | -12.1% | +138.0% | +117.1% |
| 10Y | +556.2% | +359.2% | +197.0% | +172.4% |
| All | +556.2% | +358.0% | +198.2% | +172.4% |
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