+719.8%
MU vs CRS
+102.1%
+617.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.3% |
| 7D | +9.0% | -0.2% | +9.2% | +9.1% |
| 30D | +13.8% | -16.6% | +30.4% | +24.5% |
| 3M | +2.1% | -3.5% | +5.6% | +6.6% |
| 6M | +153.8% | +15.4% | +138.4% | +147.2% |
| YTD | +256.4% | +51.2% | +205.2% | +220.3% |
| 1Y | +719.8% | +98.3% | +621.5% | +612.9% |
| All | +719.8% | +102.1% | +617.7% | +612.9% |
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 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