+794.2%
MS vs CRS
+1,306.2%
-512.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.6% |
| 7D | +2.5% | -3.1% | +5.5% | +3.6% |
| 30D | 0.0% | -19.6% | +19.6% | +7.9% |
| 3M | +2.4% | -8.1% | +10.5% | +4.8% |
| 6M | +36.4% | +18.6% | +17.8% | +26.4% |
| YTD | +23.8% | +45.9% | -22.0% | +5.8% |
| 1Y | +48.6% | +82.5% | -33.8% | +14.9% |
| 3Y | +179.1% | +648.9% | -469.8% | +21.3% |
| 5Y | +144.8% | +1,438.1% | -1,293.3% | -25.1% |
| 10Y | +794.2% | +1,327.0% | -532.8% | +134.9% |
| All | +794.2% | +1,306.2% | -512.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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