+597.6%
MSI vs CRS
+1,409.1%
-811.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | -1.8% | -4.1% | +2.3% | -1.1% |
| 30D | -0.6% | -16.6% | +15.9% | +2.5% |
| 3M | +13.0% | -14.3% | +27.3% | +15.5% |
| 6M | +0.5% | +11.6% | -11.1% | -2.6% |
| YTD | +21.7% | +42.6% | -20.9% | +12.3% |
| 1Y | -2.6% | +81.8% | -84.4% | -14.9% |
| 3Y | +69.7% | +632.1% | -562.4% | +7.2% |
| 5Y | +102.8% | +1,401.6% | -1,298.9% | +5.5% |
| All | +597.6% | +1,409.1% | -811.4% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling