+1,485.3%
CRWD vs MA
+159.5%
+1,325.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +5.8% | -0.5% | +6.3% | +6.1% |
| 30D | -12.0% | +7.9% | -19.9% | -15.8% |
| 3M | +3.6% | +16.8% | -13.1% | -5.2% |
| 6M | +68.3% | +31.0% | +37.4% | +43.9% |
| YTD | +96.2% | +15.0% | +81.1% | +79.2% |
| 1Y | +68.4% | +17.0% | +51.4% | +52.2% |
| 3Y | +368.4% | +68.5% | +299.9% | +242.7% |
| 5Y | +223.4% | +85.0% | +138.5% | +125.1% |
| All | +1,485.3% | +159.5% | +1,325.9% | +848.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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