+474.0%
MSI vs CRL
+1,379.5%
-905.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -3.7% | -1.0% | -2.7% | -3.5% |
| 30D | +6.8% | +10.7% | -3.8% | +4.2% |
| 3M | +14.3% | +55.3% | -41.0% | +2.4% |
| 6M | -1.6% | +60.7% | -62.2% | -13.4% |
| YTD | +22.8% | +44.6% | -21.8% | +10.2% |
| 1Y | -1.1% | +77.7% | -78.9% | -16.3% |
| 3Y | +70.5% | +37.6% | +32.8% | +45.3% |
| 5Y | +102.8% | -35.8% | +138.6% | +106.4% |
| 10Y | +597.4% | +241.7% | +355.7% | +336.3% |
| All | +474.0% | +1,379.5% | -905.5% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling