+1,369.7%
CRWD vs MAS
+116.2%
+1,253.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -2.4% | -0.8% | -1.7% | -2.2% |
| 30D | +1.5% | -5.6% | +7.1% | +3.5% |
| 3M | +18.5% | +4.4% | +14.1% | +15.6% |
| 6M | +109.1% | +7.2% | +101.9% | +99.5% |
| YTD | +81.8% | +16.1% | +65.7% | +66.2% |
| 1Y | +106.7% | +0.1% | +106.6% | +100.8% |
| 3Y | +428.7% | +28.3% | +400.4% | +343.0% |
| 5Y | +206.4% | +30.5% | +175.9% | +148.7% |
| All | +1,369.7% | +116.2% | +1,253.4% | +941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling