+6,442.4%
CRH vs MAS
+1,430.5%
+5,011.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.8% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -5.4% | -5.6% | +0.2% | -3.5% |
| 3M | -11.2% | +4.4% | -15.6% | -12.6% |
| 6M | -15.8% | +7.2% | -23.0% | -18.0% |
| YTD | -23.6% | +16.1% | -39.7% | -27.7% |
| 1Y | -14.6% | +0.1% | -14.7% | -15.3% |
| 3Y | +74.3% | +28.3% | +46.0% | +58.6% |
| 5Y | +103.7% | +30.5% | +73.2% | +83.1% |
| 10Y | +261.4% | +139.1% | +122.3% | +167.4% |
| All | +6,442.4% | +1,430.5% | +5,011.9% | +3,045.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling