+320.5%
CRS vs MAS
+61.2%
+259.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.3% |
| 7D | -6.6% | +4.6% | -11.2% | -8.2% |
| 30D | -29.5% | +19.9% | -49.4% | -34.6% |
| 3M | -51.1% | +8.9% | -60.0% | -52.9% |
| 6M | -37.3% | +20.2% | -57.4% | -42.4% |
| YTD | -11.2% | +33.9% | -45.1% | -23.3% |
| 1Y | -11.5% | +34.7% | -46.1% | -23.8% |
| All | +320.5% | +61.2% | +259.3% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling