+548.4%
MSI vs CRL
+1,673.3%
-1,124.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | +7.4% | -1.7% | +9.1% | +7.6% |
| 30D | +18.7% | +14.6% | +4.1% | +14.4% |
| 3M | +14.5% | +24.8% | -10.4% | +7.7% |
| 6M | +38.1% | +94.7% | -56.6% | +16.0% |
| YTD | +38.7% | +73.4% | -34.6% | +18.4% |
| 1Y | +35.4% | +104.7% | -69.2% | +10.7% |
| 3Y | +75.1% | +101.1% | -26.0% | +34.9% |
| 5Y | +126.4% | -10.8% | +137.2% | +111.2% |
| 10Y | +671.4% | +358.8% | +312.6% | +347.1% |
| All | +548.4% | +1,673.3% | -1,124.9% | +174.2% |
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