-0.3%
CRM vs MAS
-3.9%
+3.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -4.1% |
| 7D | -3.5% | +1.0% | -4.5% | -3.4% |
| 30D | +29.3% | -8.1% | +37.3% | +28.5% |
| 3M | +36.8% | +3.3% | +33.5% | +37.6% |
| 6M | +23.9% | +12.4% | +11.4% | +25.1% |
| YTD | -5.5% | +13.3% | -18.8% | -5.2% |
| All | -0.3% | -3.9% | +3.6% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling