+62.0%
CRWD vs MAS
+39.0%
+23.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -7.7% | +3.6% | -11.3% | -7.5% |
| 30D | -17.9% | +23.8% | -41.7% | -17.5% |
| 3M | +0.3% | +14.4% | -14.2% | +0.9% |
| 6M | +71.1% | +19.7% | +51.4% | +72.8% |
| YTD | +92.6% | +36.0% | +56.7% | +98.7% |
| 1Y | +62.0% | +40.4% | +21.6% | +67.9% |
| All | +62.0% | +39.0% | +23.0% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling