+1,485.3%
CRWD vs MAS
+152.2%
+1,333.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.8% | +1.2% | +4.7% | +5.4% |
| 30D | -12.0% | +21.6% | -33.6% | -18.4% |
| 3M | +3.6% | +14.1% | -10.5% | -1.9% |
| 6M | +68.3% | +22.6% | +45.7% | +53.6% |
| YTD | +96.2% | +35.4% | +60.7% | +68.6% |
| 1Y | +68.4% | +37.5% | +31.0% | +43.4% |
| 3Y | +368.4% | +58.3% | +310.1% | +260.1% |
| 5Y | +223.4% | +39.1% | +184.3% | +154.7% |
| All | +1,485.3% | +152.2% | +1,333.1% | +956.4% |
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