+61.7%
MAS vs CRL
+72.9%
-11.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | -2.5% |
| 7D | +4.6% | -16.8% | +21.3% | +8.7% |
| 30D | +19.9% | +2.6% | +17.2% | +18.2% |
| 3M | +8.9% | +20.1% | -11.2% | +3.0% |
| 6M | +20.2% | +68.8% | -48.7% | +3.7% |
| YTD | +33.9% | +56.9% | -23.0% | +16.7% |
| 1Y | +34.7% | +86.7% | -52.0% | +12.1% |
| All | +61.7% | +72.9% | -11.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling