+1,476.4%
CRWD vs MAS
+156.5%
+1,319.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +0.9% | +3.8% |
| 7D | -5.5% | +3.3% | -8.8% | -6.5% |
| 30D | -16.9% | +25.5% | -42.3% | -23.9% |
| 3M | +6.6% | +11.8% | -5.2% | +1.6% |
| 6M | +73.2% | +21.3% | +51.9% | +58.7% |
| YTD | +95.1% | +37.7% | +57.3% | +66.6% |
| 1Y | +69.4% | +41.0% | +28.4% | +42.8% |
| 3Y | +379.3% | +63.0% | +316.3% | +264.2% |
| 5Y | +211.9% | +44.1% | +167.8% | +142.6% |
| All | +1,476.4% | +156.5% | +1,319.9% | +944.1% |
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