+13,824.2%
MA vs CRS
+1,096.0%
+12,728.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.5% | -16.6% | +18.2% | +6.6% |
| 3M | +20.4% | -3.5% | +23.9% | +20.1% |
| 6M | +11.1% | +15.4% | -4.3% | +4.0% |
| YTD | +2.0% | +51.2% | -49.2% | -12.7% |
| 1Y | -2.2% | +98.3% | -100.4% | -23.9% |
| 3Y | +41.9% | +651.5% | -609.7% | -31.6% |
| 5Y | +75.4% | +1,411.1% | -1,335.8% | -36.5% |
| 10Y | +527.5% | +1,424.3% | -896.8% | +89.8% |
| All | +13,824.2% | +1,096.0% | +12,728.1% | +3,361.1% |
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