+553.7%
MS vs CRS
+849.0%
-295.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +1.2% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -0.7% | -22.9% | +22.2% | +7.5% |
| 3M | -12.4% | -46.8% | +34.5% | +8.2% |
| 6M | -1.7% | -30.4% | +28.7% | +9.4% |
| YTD | +8.0% | -5.4% | +13.4% | +6.0% |
| 1Y | +16.2% | -9.0% | +25.2% | +15.4% |
| 3Y | +171.3% | +352.2% | -180.9% | +38.3% |
| 5Y | +124.8% | +852.2% | -727.5% | -20.4% |
| 10Y | +553.7% | +862.6% | -308.9% | +94.8% |
| All | +553.7% | +849.0% | -295.3% | +94.8% |
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