+6,622.9%
CRH vs MAS
+1,692.0%
+4,930.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +3.6% | +3.6% | 0.0% | +2.4% |
| 30D | +18.8% | +23.8% | -5.0% | +10.6% |
| 3M | -3.3% | +14.4% | -17.8% | -7.5% |
| 6M | -14.2% | +19.7% | -34.0% | -19.3% |
| YTD | -21.5% | +36.0% | -57.5% | -29.5% |
| 1Y | -14.1% | +40.4% | -54.4% | -23.7% |
| 3Y | +70.3% | +58.9% | +11.4% | +44.5% |
| 5Y | +119.8% | +44.5% | +75.2% | +91.0% |
| 10Y | +255.6% | +214.8% | +40.8% | +141.9% |
| All | +6,622.9% | +1,692.0% | +4,930.8% | +2,967.2% |
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