+71.2%
MSI vs CRL
+42.4%
+28.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | +6.8% | +10.7% | -3.8% | +6.1% |
| 3M | +14.3% | +55.3% | -41.0% | +11.0% |
| 6M | -1.6% | +60.7% | -62.2% | -4.8% |
| YTD | +22.8% | +44.6% | -21.8% | +19.5% |
| 1Y | -1.1% | +77.7% | -78.9% | -5.3% |
| All | +71.2% | +42.4% | +28.8% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling