+842.3%
MAS vs CRL
+1,505.2%
-662.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | -2.1% |
| 7D | +4.6% | -16.8% | +21.3% | +10.6% |
| 30D | +19.9% | +2.6% | +17.2% | +17.8% |
| 3M | +8.9% | +20.1% | -11.2% | +1.0% |
| 6M | +20.2% | +68.8% | -48.7% | -1.6% |
| YTD | +33.9% | +56.9% | -23.0% | +10.8% |
| 1Y | +34.7% | +86.7% | -52.0% | +4.8% |
| 3Y | +60.4% | +72.1% | -11.7% | +20.5% |
| 5Y | +43.5% | -16.6% | +60.0% | +34.9% |
| 10Y | +226.7% | +359.0% | -132.3% | +61.5% |
| All | +842.3% | +1,505.2% | -662.9% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling