+76.9%
MSI vs CRS
+355.6%
-278.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +2.6% | +7.4% | -4.8% | +2.1% |
| 30D | +18.1% | -21.2% | +39.3% | +19.6% |
| 3M | +13.2% | -43.3% | +56.5% | +17.4% |
| 6M | +36.3% | -29.4% | +65.7% | +38.1% |
| YTD | +39.5% | -4.7% | +44.2% | +37.8% |
| 1Y | +36.9% | -9.6% | +46.5% | +35.7% |
| All | +76.9% | +355.6% | -278.7% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling