+554.8%
MA vs CRL
+400.8%
+153.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.9% |
| 7D | -0.3% | +4.4% | -4.7% | -2.0% |
| 30D | +11.3% | +17.1% | -5.8% | +5.2% |
| 3M | +16.7% | +32.1% | -15.4% | +5.9% |
| 6M | +32.8% | +98.9% | -66.1% | +5.0% |
| YTD | +15.6% | +77.1% | -61.5% | -6.5% |
| 1Y | +19.6% | +110.3% | -90.7% | -8.9% |
| 3Y | +72.1% | +108.5% | -36.4% | +19.9% |
| 5Y | +96.0% | -7.9% | +103.9% | +89.3% |
| 10Y | +554.8% | +368.9% | +185.8% | +203.9% |
| All | +554.8% | +400.8% | +153.9% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling