+153.1%
MAR vs CRS
+1,358.7%
-1,205.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -2.1% | -4.1% | +2.0% | -1.1% |
| 30D | -5.7% | -16.6% | +10.9% | -1.6% |
| 3M | -14.6% | -14.3% | -0.4% | -12.1% |
| 6M | +1.3% | +11.6% | -10.2% | -2.9% |
| YTD | +6.7% | +42.6% | -35.9% | -4.6% |
| 1Y | +26.4% | +81.8% | -55.4% | +4.7% |
| 3Y | +64.7% | +632.1% | -567.3% | -12.0% |
| 5Y | +153.1% | +1,401.6% | -1,248.6% | +3.0% |
| All | +153.1% | +1,358.7% | -1,205.7% | +3.0% |
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