+216.1%
CRWD vs MAS
+32.0%
+184.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.6% |
| 7D | -2.4% | -0.8% | -1.7% | -2.1% |
| 30D | +1.5% | -5.6% | +7.1% | +3.6% |
| 3M | +18.5% | +4.4% | +14.1% | +15.3% |
| 6M | +109.1% | +7.2% | +101.9% | +98.8% |
| YTD | +81.8% | +16.1% | +65.7% | +64.6% |
| 1Y | +106.7% | +0.1% | +106.6% | +100.7% |
| 3Y | +428.7% | +28.3% | +400.4% | +323.5% |
| All | +216.1% | +32.0% | +184.1% | +137.3% |
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