+457.2%
MS vs CRL
+1,379.5%
-922.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +1.0% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | -0.3% | +10.7% | -10.9% | -4.6% |
| 3M | +0.3% | +55.3% | -55.0% | -17.9% |
| 6M | +31.3% | +60.7% | -29.3% | +4.3% |
| YTD | +24.7% | +44.6% | -20.0% | +3.0% |
| 1Y | +47.9% | +77.7% | -29.8% | +10.4% |
| 3Y | +178.3% | +37.6% | +140.7% | +113.8% |
| 5Y | +144.9% | -35.8% | +180.7% | +153.2% |
| 10Y | +804.5% | +241.7% | +562.8% | +294.8% |
| All | +457.2% | +1,379.5% | -922.2% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling