+1,462.8%
CRWD vs MAS
+152.8%
+1,310.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +4.5% | +3.0% | +1.5% | +3.4% |
| 30D | -9.1% | +22.4% | -31.5% | -16.0% |
| 3M | +0.5% | +14.5% | -14.0% | -5.0% |
| 6M | +61.1% | +27.1% | +34.0% | +45.0% |
| YTD | +93.4% | +35.8% | +57.6% | +66.0% |
| 1Y | +71.1% | +39.4% | +31.7% | +44.8% |
| 3Y | +351.1% | +60.3% | +290.8% | +244.9% |
| 5Y | +218.8% | +39.4% | +179.4% | +150.9% |
| All | +1,462.8% | +152.8% | +1,310.0% | +940.5% |
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