+578.8%
MS vs CRS
+967.2%
-388.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.7% | -6.6% | -0.3% |
| 7D | +0.7% | +4.9% | -4.2% | -1.1% |
| 30D | -0.9% | -20.8% | +19.9% | +6.2% |
| 3M | -13.0% | -46.4% | +33.5% | +7.2% |
| 6M | -2.0% | -28.6% | +26.6% | +8.1% |
| YTD | +7.8% | -2.8% | +10.6% | +4.8% |
| 1Y | +17.9% | -6.7% | +24.6% | +16.1% |
| 3Y | +174.8% | +368.0% | -193.2% | +38.3% |
| 5Y | +119.9% | +852.9% | -733.0% | -22.0% |
| 10Y | +578.8% | +905.1% | -326.3% | +98.8% |
| All | +578.8% | +967.2% | -388.3% | +98.8% |
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