+100.0%
MSI vs CRS
+1,446.1%
-1,346.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -4.0% | -0.5% | -3.4% | -3.9% |
| 30D | -0.5% | -18.1% | +17.6% | +2.0% |
| 3M | +11.4% | -12.4% | +23.8% | +12.7% |
| 6M | +1.0% | +15.9% | -15.0% | -1.9% |
| YTD | +20.7% | +45.8% | -25.2% | +13.4% |
| 1Y | -2.7% | +87.8% | -90.4% | -12.2% |
| 3Y | +68.2% | +648.7% | -580.5% | +16.7% |
| 5Y | +100.0% | +1,416.6% | -1,316.7% | +18.4% |
| All | +100.0% | +1,446.1% | -1,346.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling