+9.0%
MSFT vs CRS
-3.8%
+12.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.2% | +6.6% |
| 7D | +4.7% | +4.3% | +0.3% | +4.8% |
| 30D | +5.8% | -25.5% | +31.3% | +4.8% |
| 3M | +13.0% | -48.7% | +61.7% | +9.2% |
| 6M | +34.9% | -31.6% | +66.5% | +29.5% |
| YTD | +15.7% | -7.0% | +22.7% | +8.7% |
| 1Y | +9.0% | -4.5% | +13.5% | +1.8% |
| All | +9.0% | -3.8% | +12.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling