-11.7%
MP vs CRS
+85.3%
-97.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +2.9% |
| 7D | +3.0% | -3.1% | +6.1% | +4.1% |
| 30D | +8.3% | -19.6% | +27.9% | +17.3% |
| 3M | -3.8% | -8.1% | +4.2% | -0.6% |
| 6M | -4.9% | +18.6% | -23.5% | -9.4% |
| YTD | +9.6% | +45.9% | -36.3% | +1.9% |
| 1Y | -11.7% | +82.5% | -94.2% | -12.4% |
| All | -11.7% | +85.3% | -97.0% | -12.4% |
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