+265.1%
MU vs CRS
-3.8%
+268.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -6.2% |
| 7D | -19.1% | +4.3% | -23.4% | -21.2% |
| 30D | -25.2% | -25.5% | +0.2% | -12.6% |
| 3M | -10.9% | -48.7% | +37.8% | +31.8% |
| 6M | +38.0% | -31.6% | +69.6% | +80.3% |
| YTD | +178.8% | -7.0% | +185.9% | +211.5% |
| 1Y | +265.1% | -4.5% | +269.7% | +295.6% |
| All | +265.1% | -3.8% | +268.9% | +295.6% |
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