+62.9%
CRWD vs MAS
+32.0%
+30.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.2% |
| 7D | -13.4% | +2.0% | -15.3% | -13.2% |
| 30D | -18.3% | +19.4% | -37.7% | -17.9% |
| 3M | +4.6% | +9.4% | -4.8% | +5.2% |
| 6M | +85.4% | +15.3% | +70.0% | +87.2% |
| YTD | +85.1% | +31.3% | +53.8% | +91.7% |
| 1Y | +62.9% | +34.9% | +28.1% | +69.6% |
| All | +62.9% | +32.0% | +30.9% | +69.6% |
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