+1,397.9%
CRWD vs MAS
+149.3%
+1,248.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.4% | -8.6% |
| 7D | -16.8% | +4.6% | -21.4% | -18.2% |
| 30D | -22.1% | +19.9% | -42.0% | -27.5% |
| 3M | +3.5% | +8.9% | -5.4% | -0.4% |
| 6M | +82.3% | +20.2% | +62.2% | +67.4% |
| YTD | +85.3% | +33.9% | +51.5% | +59.9% |
| 1Y | +62.7% | +34.7% | +28.0% | +39.6% |
| 3Y | +361.5% | +60.4% | +301.2% | +252.2% |
| 5Y | +217.7% | +43.5% | +174.3% | +147.6% |
| All | +1,397.9% | +149.3% | +1,248.6% | +902.1% |
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