+607.1%
MS vs CRL
+386.8%
+220.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -3.2% |
| 7D | -1.6% | -6.1% | +4.5% | +0.2% |
| 30D | -3.8% | +12.4% | -16.2% | -8.2% |
| 3M | -14.6% | +27.1% | -41.7% | -22.3% |
| 6M | -5.1% | +85.7% | -90.8% | -25.7% |
| YTD | +4.5% | +69.2% | -64.7% | -16.3% |
| 1Y | +13.5% | +97.5% | -84.0% | -14.3% |
| 3Y | +160.4% | +86.1% | +74.3% | +85.7% |
| 5Y | +112.9% | -10.0% | +122.9% | +101.6% |
| All | +607.1% | +386.8% | +220.3% | +168.6% |
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