+15,614.6%
MA vs CRL
+762.1%
+14,852.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -3.1% |
| 7D | +2.3% | -6.1% | +8.4% | +3.9% |
| 30D | +14.7% | +12.4% | +2.3% | +9.1% |
| 3M | +13.5% | +27.1% | -13.6% | +3.1% |
| 6M | +33.1% | +85.7% | -52.6% | +4.6% |
| YTD | +15.1% | +69.2% | -54.1% | -8.2% |
| 1Y | +18.7% | +97.5% | -78.8% | -10.7% |
| 3Y | +72.1% | +86.1% | -14.0% | +20.7% |
| 5Y | +92.8% | -10.0% | +102.8% | +75.2% |
| 10Y | +571.6% | +395.0% | +176.7% | +178.1% |
| All | +15,614.6% | +762.1% | +14,852.5% | +5,111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling