+5,256.1%
MS vs CRS
+4,826.2%
+429.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.6% | -1.7% | +0.1% | -0.8% |
| 30D | -3.8% | -28.8% | +25.0% | +9.4% |
| 3M | -14.6% | -50.0% | +35.4% | +12.6% |
| 6M | -5.1% | -39.2% | +34.1% | +14.1% |
| YTD | +4.5% | -11.4% | +15.9% | +5.1% |
| 1Y | +13.5% | -11.7% | +25.2% | +13.9% |
| 3Y | +160.4% | +319.6% | -159.2% | +22.1% |
| 5Y | +112.9% | +794.8% | -681.9% | -34.6% |
| 10Y | +633.4% | +926.9% | -293.5% | +74.6% |
| All | +5,256.1% | +4,826.2% | +429.9% | +557.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling