+206.6%
CRWD vs MAS
+39.2%
+167.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -13.4% | +2.0% | -15.3% | -14.1% |
| 30D | -18.3% | +19.4% | -37.7% | -24.0% |
| 3M | +4.6% | +9.4% | -4.8% | +0.3% |
| 6M | +85.4% | +15.3% | +70.0% | +72.3% |
| YTD | +85.1% | +31.3% | +53.8% | +58.8% |
| 1Y | +62.9% | +34.9% | +28.1% | +37.4% |
| 3Y | +364.5% | +58.6% | +305.9% | +232.5% |
| All | +206.6% | +39.2% | +167.5% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling