+517.0%
MA vs CRL
+255.5%
+261.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +1.5% | +10.7% | -9.1% | -1.7% |
| 3M | +20.4% | +55.3% | -34.9% | +4.3% |
| 6M | +11.1% | +60.7% | -49.5% | -6.0% |
| YTD | +2.0% | +44.6% | -42.7% | -11.4% |
| 1Y | -2.2% | +77.7% | -79.9% | -21.3% |
| 3Y | +41.9% | +37.6% | +4.3% | +15.9% |
| 5Y | +75.4% | -35.8% | +111.2% | +95.3% |
| All | +517.0% | +255.5% | +261.4% | +207.0% |
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