+254.1%
MP vs CRS
+1,150.8%
-896.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | -10.5% | -1.7% | -8.8% | -9.9% |
| 30D | -23.5% | -28.8% | +5.3% | -12.8% |
| 3M | -25.4% | -50.0% | +24.6% | -1.0% |
| 6M | -51.3% | -39.2% | -12.1% | -40.7% |
| YTD | -29.9% | -11.4% | -18.5% | -27.6% |
| 1Y | -31.8% | -11.7% | -20.1% | -29.3% |
| 3Y | +127.0% | +319.6% | -192.7% | +2.7% |
| 5Y | -3.3% | +794.8% | -798.0% | -70.8% |
| All | +254.1% | +1,150.8% | -896.7% | +0.5% |
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