+834.9%
MSCI vs CRS
+814.8%
+20.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -0.7% | +7.4% | -8.1% | -2.0% |
| 30D | +16.2% | -21.2% | +37.4% | +20.3% |
| 3M | +16.1% | -43.3% | +59.4% | +27.6% |
| 6M | +12.9% | -29.4% | +42.3% | +17.8% |
| YTD | +14.8% | -4.7% | +19.5% | +11.2% |
| 1Y | +13.8% | -9.6% | +23.4% | +11.3% |
| 3Y | +31.2% | +355.5% | -324.2% | -14.4% |
| 5Y | +5.6% | +826.6% | -821.0% | -43.1% |
| All | +834.9% | +814.8% | +20.1% | +346.8% |
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