+99.3%
MSI vs CRL
-37.4%
+136.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -1.0% | +5.0% | -5.9% | -1.7% |
| 3M | +14.2% | +50.6% | -36.4% | +7.8% |
| 6M | +1.0% | +60.9% | -59.9% | -5.9% |
| YTD | +21.5% | +40.7% | -19.3% | +14.9% |
| 1Y | -2.1% | +73.3% | -75.4% | -10.6% |
| 3Y | +69.3% | +40.6% | +28.8% | +54.2% |
| 5Y | +99.3% | -37.0% | +136.3% | +114.6% |
| All | +99.3% | -37.4% | +136.7% | +114.6% |
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