+445.3%
MP vs CRS
+2,035.1%
-1,589.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +13.8% | -16.6% | +30.4% | +23.1% |
| 3M | -16.7% | -3.5% | -13.2% | -15.7% |
| 6M | -11.5% | +15.4% | -26.9% | -17.1% |
| YTD | +7.9% | +51.2% | -43.3% | -10.0% |
| 1Y | -15.0% | +98.3% | -113.3% | -38.3% |
| 3Y | +153.5% | +651.5% | -498.0% | -10.1% |
| 5Y | +58.7% | +1,411.1% | -1,352.5% | -61.2% |
| All | +445.3% | +2,035.1% | -1,589.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling