-44.8%
MP vs CRS
-15.6%
-29.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.1% |
| 7D | -10.5% | -1.7% | -8.8% | -9.7% |
| 30D | -23.5% | -28.8% | +5.3% | -10.2% |
| 3M | -25.4% | -50.0% | +24.6% | +8.0% |
| 6M | -51.3% | -39.2% | -12.1% | -38.0% |
| YTD | -29.9% | -11.4% | -18.5% | -30.8% |
| All | -44.8% | -15.6% | -29.2% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling