+15,762.5%
MA vs CRS
+648.6%
+15,113.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | +11.8% | -22.9% | +34.7% | +18.8% |
| 3M | +17.2% | -46.8% | +64.0% | +37.7% |
| 6M | +33.4% | -30.4% | +63.8% | +43.4% |
| YTD | +16.1% | -5.4% | +21.5% | +11.9% |
| 1Y | +19.9% | -9.0% | +28.9% | +16.6% |
| 3Y | +70.1% | +352.2% | -282.1% | -6.1% |
| 5Y | +89.6% | +852.2% | -762.6% | -22.6% |
| 10Y | +568.4% | +862.6% | -294.2% | +129.6% |
| All | +15,762.5% | +648.6% | +15,113.8% | +4,335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling