+72.1%
MA vs CRS
+365.2%
-293.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | +0.1% |
| 7D | -0.3% | +4.9% | -5.3% | -0.6% |
| 30D | +11.3% | -20.8% | +32.1% | +12.1% |
| 3M | +16.7% | -46.4% | +63.1% | +19.7% |
| 6M | +32.8% | -28.6% | +61.3% | +33.3% |
| YTD | +15.6% | -2.8% | +18.4% | +12.4% |
| 1Y | +19.6% | -6.7% | +26.3% | +16.6% |
| 3Y | +72.1% | +368.0% | -295.9% | +50.5% |
| All | +72.1% | +365.2% | -293.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling