+915.1%
MSFT vs CRS
+790.4%
+124.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.6% |
| 7D | -1.3% | +4.8% | -6.0% | -2.1% |
| 30D | -1.8% | -23.2% | +21.3% | +2.1% |
| 3M | +5.6% | -45.5% | +51.1% | +16.5% |
| 6M | +29.8% | -33.1% | +62.9% | +36.7% |
| YTD | +9.0% | -7.2% | +16.2% | +6.8% |
| 1Y | +4.9% | -10.0% | +15.0% | +3.3% |
| 3Y | +46.2% | +332.3% | -286.1% | +1.7% |
| 5Y | +62.1% | +801.9% | -739.8% | -6.3% |
| All | +915.1% | +790.4% | +124.7% | +446.4% |
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