+663.4%
MSI vs CRL
+350.3%
+313.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +17.6% | +11.9% | +5.7% | +14.2% |
| 3M | +14.5% | +20.2% | -5.6% | +9.2% |
| 6M | +34.3% | +107.5% | -73.3% | +12.7% |
| YTD | +39.7% | +69.4% | -29.7% | +21.4% |
| 1Y | +40.2% | +99.7% | -59.6% | +16.8% |
| 3Y | +77.1% | +98.8% | -21.6% | +37.5% |
| 5Y | +124.0% | -12.4% | +136.5% | +122.8% |
| All | +663.4% | +350.3% | +313.1% | +329.0% |
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