+595.0%
MSI vs CRL
+241.6%
+353.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -1.0% | +5.0% | -5.9% | -2.2% |
| 3M | +14.2% | +50.6% | -36.4% | +3.8% |
| 6M | +1.0% | +60.9% | -59.9% | -10.3% |
| YTD | +21.5% | +40.7% | -19.3% | +10.6% |
| 1Y | -2.1% | +73.3% | -75.4% | -15.9% |
| 3Y | +69.3% | +40.6% | +28.8% | +44.7% |
| 5Y | +99.3% | -37.0% | +136.3% | +117.5% |
| 10Y | +595.0% | +244.3% | +350.8% | +298.7% |
| All | +595.0% | +241.6% | +353.4% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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