+119.9%
MS vs CRL
-6.0%
+125.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.9% |
| 7D | +0.7% | +4.4% | -3.6% | -0.6% |
| 30D | -0.9% | +17.1% | -18.0% | -5.3% |
| 3M | -13.0% | +32.1% | -45.1% | -19.7% |
| 6M | -2.0% | +98.9% | -100.9% | -19.8% |
| YTD | +7.8% | +77.1% | -69.4% | -9.6% |
| 1Y | +17.9% | +110.3% | -92.4% | -5.9% |
| 3Y | +174.8% | +108.5% | +66.3% | +107.4% |
| 5Y | +119.9% | -7.9% | +127.7% | +99.0% |
| All | +119.9% | -6.0% | +125.9% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling