+181.3%
MS vs CRL
+38.0%
+143.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.6% |
| 30D | -0.3% | +10.7% | -10.9% | -2.7% |
| 3M | +0.3% | +55.3% | -55.0% | -10.3% |
| 6M | +31.3% | +60.7% | -29.3% | +15.5% |
| YTD | +24.7% | +44.6% | -20.0% | +12.3% |
| 1Y | +47.9% | +77.7% | -29.8% | +25.9% |
| All | +181.3% | +38.0% | +143.3% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling