-0.8%
MSFT vs CRS
+81.8%
-82.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.1% |
| 7D | -3.5% | -4.1% | +0.6% | -3.6% |
| 30D | -2.1% | -16.6% | +14.5% | -2.7% |
| 3M | +24.2% | -14.3% | +38.4% | +22.9% |
| 6M | +21.9% | +11.6% | +10.3% | +19.2% |
| YTD | +2.5% | +42.6% | -40.1% | -0.9% |
| 1Y | -0.8% | +81.8% | -82.6% | -4.2% |
| All | -0.8% | +81.8% | -82.6% | -4.2% |
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