+966.8%
MOD vs CRS
+967.2%
-0.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.2% | +4.5% |
| 7D | -13.9% | +4.9% | -18.9% | -15.8% |
| 30D | -41.5% | -20.8% | -20.7% | -34.2% |
| 3M | -45.7% | -46.4% | +0.7% | -24.3% |
| 6M | -61.1% | -28.6% | -32.6% | -53.4% |
| YTD | -20.5% | -2.8% | -17.7% | -19.8% |
| 1Y | -32.1% | -6.7% | -25.4% | -30.0% |
| 3Y | +146.5% | +368.0% | -221.5% | +2.5% |
| 5Y | +812.7% | +852.9% | -40.2% | +142.7% |
| 10Y | +966.8% | +905.1% | +61.7% | +136.8% |
| All | +966.8% | +967.2% | -0.3% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling