+181.3%
MS vs CRS
+660.4%
-479.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -0.3% | -16.6% | +16.4% | +4.9% |
| 3M | +0.3% | -3.5% | +3.8% | +0.8% |
| 6M | +31.3% | +15.4% | +15.9% | +24.9% |
| YTD | +24.7% | +51.2% | -26.5% | +9.4% |
| 1Y | +47.9% | +98.3% | -50.4% | +18.2% |
| All | +181.3% | +660.4% | -479.1% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling