+1,384.7%
CRS vs MAS
+137.9%
+1,246.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.5% |
| 7D | -0.2% | -0.8% | +0.5% | +0.2% |
| 30D | -16.6% | -5.6% | -11.1% | -13.7% |
| 3M | -3.5% | +4.4% | -7.9% | -7.4% |
| 6M | +15.4% | +7.2% | +8.2% | +8.0% |
| YTD | +51.2% | +16.1% | +35.1% | +32.1% |
| 1Y | +98.3% | +0.1% | +98.2% | +90.5% |
| 3Y | +651.5% | +28.3% | +623.2% | +477.0% |
| 5Y | +1,411.1% | +30.5% | +1,380.7% | +1,017.0% |
| All | +1,384.7% | +137.9% | +1,246.7% | +582.4% |
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 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