+72.3%
MSFT vs CRS
+1,446.1%
-1,373.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -2.7% | -18.1% | +15.4% | +0.1% |
| 3M | +22.1% | -12.4% | +34.5% | +23.6% |
| 6M | +20.6% | +15.9% | +4.6% | +15.7% |
| YTD | +2.3% | +45.8% | -43.5% | -6.0% |
| 1Y | -0.5% | +87.8% | -88.3% | -13.5% |
| 3Y | +50.5% | +648.7% | -598.2% | -1.9% |
| 5Y | +72.3% | +1,416.6% | -1,344.3% | -4.1% |
| All | +72.3% | +1,446.1% | -1,373.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling