+123.7%
MSI vs CRS
+842.0%
-718.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +2.6% | +7.4% | -4.8% | +1.7% |
| 30D | +18.1% | -21.2% | +39.3% | +20.9% |
| 3M | +13.2% | -43.3% | +56.5% | +20.7% |
| 6M | +36.3% | -29.4% | +65.7% | +40.3% |
| YTD | +39.5% | -4.7% | +44.2% | +37.2% |
| 1Y | +36.9% | -9.6% | +46.5% | +35.5% |
| 3Y | +76.1% | +355.5% | -279.4% | +28.6% |
| 5Y | +123.7% | +826.6% | -702.8% | +41.2% |
| All | +123.7% | +842.0% | -718.3% | +41.2% |
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 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