+4,963.5%
CRM vs MAS
+399.5%
+4,563.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.1% |
| 7D | -6.8% | +2.0% | -8.7% | -7.6% |
| 30D | -4.9% | +19.4% | -24.2% | -11.9% |
| 3M | +14.6% | +9.4% | +5.2% | +9.7% |
| 6M | +18.4% | +15.3% | +3.1% | +9.3% |
| YTD | -18.8% | +31.3% | -50.1% | -30.6% |
| 1Y | -10.0% | +34.9% | -44.8% | -24.1% |
| 3Y | +5.0% | +58.6% | -53.6% | -19.9% |
| 5Y | -29.1% | +40.7% | -69.8% | -43.6% |
| 10Y | +192.8% | +220.4% | -27.7% | +56.2% |
| All | +4,963.5% | +399.5% | +4,563.9% | +1,518.4% |
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