+15.9%
MS vs CRL
+111.4%
-95.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +2.3% |
| 7D | +0.7% | +4.4% | -3.6% | -0.3% |
| 30D | -0.9% | +17.1% | -18.0% | -4.2% |
| 3M | -13.0% | +32.1% | -45.1% | -18.0% |
| 6M | -2.0% | +98.9% | -100.9% | -16.3% |
| YTD | +7.8% | +77.1% | -69.4% | -4.9% |
| All | +15.9% | +111.4% | -95.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling