+118.9%
MSI vs CRL
-10.4%
+129.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -1.5% |
| 7D | +4.7% | -6.1% | +10.8% | +5.4% |
| 30D | +14.8% | +12.4% | +2.4% | +12.8% |
| 3M | +8.8% | +27.1% | -18.3% | +5.0% |
| 6M | +19.3% | +85.7% | -66.4% | +9.1% |
| YTD | +35.3% | +69.2% | -33.9% | +24.6% |
| 1Y | +33.8% | +97.5% | -63.8% | +20.2% |
| 3Y | +74.4% | +86.1% | -11.7% | +50.9% |
| All | +118.9% | -10.4% | +129.2% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling