+900.7%
CRS vs MAS
+213.7%
+687.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +1.0% |
| 7D | -1.7% | +2.0% | -3.6% | -3.1% |
| 30D | -28.8% | +19.4% | -48.2% | -37.2% |
| 3M | -50.0% | +9.4% | -59.4% | -53.6% |
| 6M | -39.2% | +15.3% | -54.5% | -46.1% |
| YTD | -11.4% | +31.3% | -42.7% | -29.5% |
| 1Y | -11.7% | +34.9% | -46.6% | -31.1% |
| 3Y | +319.6% | +58.6% | +261.1% | +174.4% |
| 5Y | +794.8% | +40.7% | +754.1% | +526.6% |
| All | +900.7% | +213.7% | +687.0% | +266.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling