+96.0%
MA vs CRS
+855.4%
-759.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -0.7% |
| 7D | -0.3% | +4.9% | -5.3% | -1.0% |
| 30D | +11.3% | -20.8% | +32.1% | +13.9% |
| 3M | +16.7% | -46.4% | +63.1% | +25.4% |
| 6M | +32.8% | -28.6% | +61.3% | +36.2% |
| YTD | +15.6% | -2.8% | +18.4% | +11.9% |
| 1Y | +19.6% | -6.7% | +26.3% | +16.4% |
| 3Y | +72.1% | +368.0% | -295.9% | +17.9% |
| 5Y | +96.0% | +852.9% | -756.8% | +10.7% |
| All | +96.0% | +855.4% | -759.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling