+103.3%
MSI vs CRBG
+117.3%
-14.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.8% | +2.6% | -3.4% | -1.2% |
| 3M | +13.9% | +24.0% | -10.1% | +10.3% |
| 6M | +1.3% | +50.5% | -49.2% | -4.8% |
| YTD | +22.3% | +17.1% | +5.2% | +18.7% |
| 1Y | -3.9% | +5.9% | -9.7% | -5.3% |
| 3Y | +69.9% | +122.7% | -52.8% | +42.5% |
| All | +103.3% | +117.3% | -14.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling