+267.3%
MP vs CRS
+1,270.1%
-1,002.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.3% |
| 7D | +2.3% | +4.4% | -2.1% | +0.5% |
| 30D | -15.3% | -19.1% | +3.9% | -8.5% |
| 3M | -33.5% | -43.2% | +9.7% | -16.3% |
| 6M | -45.5% | -28.9% | -16.6% | -38.0% |
| YTD | -27.3% | -3.0% | -24.3% | -27.7% |
| 1Y | -40.7% | -5.3% | -35.4% | -40.5% |
| 3Y | +145.9% | +363.5% | -217.7% | +6.6% |
| 5Y | -13.9% | +858.2% | -872.1% | -74.8% |
| All | +267.3% | +1,270.1% | -1,002.8% | +0.3% |
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