+663.4%
MSI vs CRS
+790.4%
-127.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.6% |
| 7D | +3.2% | +4.8% | -1.5% | +2.4% |
| 30D | +17.6% | -23.2% | +40.8% | +22.2% |
| 3M | +14.5% | -45.5% | +60.0% | +26.3% |
| 6M | +34.3% | -33.1% | +67.4% | +41.7% |
| YTD | +39.7% | -7.2% | +46.9% | +37.7% |
| 1Y | +40.2% | -10.0% | +50.2% | +38.8% |
| 3Y | +77.1% | +332.3% | -255.2% | +21.9% |
| 5Y | +124.0% | +801.9% | -677.8% | +25.9% |
| All | +663.4% | +790.4% | -127.1% | +277.3% |
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