+257.0%
CRH vs MAS
+132.1%
+124.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | -3.6% | -2.2% | -1.4% | -2.4% |
| 30D | -10.8% | -6.7% | -4.1% | -7.3% |
| 3M | -13.5% | -3.7% | -9.8% | -12.1% |
| 6M | -15.4% | +9.0% | -24.4% | -20.2% |
| YTD | -27.6% | +10.8% | -38.4% | -32.7% |
| 1Y | -18.4% | -3.8% | -14.6% | -18.2% |
| 3Y | +72.5% | +30.0% | +42.5% | +43.2% |
| 5Y | +99.2% | +28.2% | +71.0% | +62.8% |
| 10Y | +257.0% | +143.3% | +113.7% | +101.6% |
| All | +257.0% | +132.1% | +124.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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