+40.2%
MSI vs CRS
-14.1%
+54.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.2% |
| 7D | +3.2% | +4.8% | -1.5% | +3.1% |
| 30D | +17.6% | -23.2% | +40.8% | +18.3% |
| 3M | +14.5% | -45.5% | +60.0% | +17.4% |
| 6M | +34.3% | -33.1% | +67.4% | +33.4% |
| YTD | +39.7% | -7.2% | +46.9% | +38.0% |
| 1Y | +40.2% | -10.0% | +50.2% | +38.3% |
| All | +40.2% | -14.1% | +54.2% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling