-4.5%
CRS vs MAS
+40.8%
-45.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.2% | -3.0% |
| 7D | +4.3% | +14.2% | -9.8% | +0.6% |
| 30D | -25.5% | +26.8% | -52.3% | -30.9% |
| 3M | -48.7% | +13.1% | -61.8% | -50.5% |
| 6M | -31.6% | +27.9% | -59.6% | -37.2% |
| YTD | -7.0% | +38.7% | -45.7% | -19.7% |
| 1Y | -4.5% | +40.4% | -44.9% | -17.8% |
| All | -4.5% | +40.8% | -45.3% | -17.8% |
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