-42.9%
MP vs CRS
-30.0%
-12.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.7% |
| 7D | +11.0% | +7.4% | +3.6% | +7.8% |
| 30D | -11.7% | -21.2% | +9.5% | -4.1% |
| 3M | -30.8% | -43.3% | +12.5% | -10.0% |
| 6M | -42.9% | -29.4% | -13.5% | -37.0% |
| All | -42.9% | -30.0% | -12.9% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling