+302.2%
MSFT vs CRWD
+1,202.3%
-900.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | -0.8% | -3.0% | +2.2% | -0.1% |
| 30D | +0.8% | -6.8% | +7.6% | +1.8% |
| 3M | +27.2% | +19.6% | +7.6% | +20.2% |
| 6M | +22.9% | +87.1% | -64.2% | +3.4% |
| YTD | +3.1% | +76.4% | -73.3% | -12.2% |
| 1Y | -0.3% | +90.8% | -91.1% | -17.1% |
| 3Y | +50.1% | +380.0% | -329.9% | -3.5% |
| 5Y | +74.6% | +215.6% | -141.0% | +16.5% |
| All | +302.2% | +1,202.3% | -900.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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