+319.6%
CRS vs MAS
+58.1%
+261.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | -1.7% | +2.0% | -3.6% | -2.5% |
| 30D | -28.8% | +19.4% | -48.2% | -33.9% |
| 3M | -50.0% | +9.4% | -59.4% | -52.0% |
| 6M | -39.2% | +15.3% | -54.5% | -43.2% |
| YTD | -11.4% | +31.3% | -42.7% | -22.9% |
| 1Y | -11.7% | +34.9% | -46.6% | -24.1% |
| 3Y | +319.6% | +58.6% | +261.1% | +218.8% |
| All | +319.6% | +58.1% | +261.5% | +218.8% |
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 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