+2,439.3%
MAR vs CRS
+3,059.3%
-620.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.1% |
| 7D | -1.7% | -3.1% | +1.3% | -0.7% |
| 30D | -6.9% | -19.6% | +12.7% | 0.0% |
| 3M | -15.8% | -8.1% | -7.7% | -14.4% |
| 6M | +1.9% | +18.6% | -16.6% | -5.6% |
| YTD | +6.6% | +45.9% | -39.3% | -9.0% |
| 1Y | +23.7% | +82.5% | -58.8% | -4.1% |
| 3Y | +64.6% | +648.9% | -584.3% | -26.8% |
| 5Y | +156.4% | +1,438.1% | -1,281.8% | -16.6% |
| 10Y | +415.4% | +1,327.0% | -911.6% | +50.0% |
| All | +2,439.3% | +3,059.3% | -620.0% | +273.8% |
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