+81.1%
CRH vs MAS
+33.4%
+47.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.2% |
| 30D | -5.4% | -5.6% | +0.2% | -2.5% |
| 3M | -11.2% | +4.4% | -15.6% | -13.6% |
| 6M | -15.8% | +7.2% | -23.0% | -19.8% |
| YTD | -23.6% | +16.1% | -39.7% | -30.7% |
| 1Y | -14.6% | +0.1% | -14.7% | -16.2% |
| All | +81.1% | +33.4% | +47.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling