+717.2%
MAS vs CRL
+1,379.5%
-662.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.4% |
| 7D | -0.8% | -1.0% | +0.3% | -0.4% |
| 30D | -5.6% | +10.7% | -16.2% | -8.9% |
| 3M | +4.4% | +55.3% | -50.8% | -10.6% |
| 6M | +7.2% | +60.7% | -53.5% | -10.3% |
| YTD | +16.1% | +44.6% | -28.5% | -0.1% |
| 1Y | +0.1% | +77.7% | -77.6% | -20.3% |
| 3Y | +28.3% | +37.6% | -9.3% | +5.3% |
| 5Y | +30.5% | -35.8% | +66.3% | +35.3% |
| 10Y | +139.1% | +241.7% | -102.6% | +32.1% |
| All | +717.2% | +1,379.5% | -662.3% | +192.4% |
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