+4,609.2%
MU vs CRS
+882.2%
+3,727.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +10.8% |
| 7D | +2.0% | +4.4% | -2.3% | +0.6% |
| 30D | -18.0% | -19.1% | +1.2% | -11.0% |
| 3M | -6.6% | -43.2% | +36.7% | +17.9% |
| 6M | +2.0% | -28.9% | +30.9% | +18.7% |
| YTD | +184.5% | -3.0% | +187.4% | +186.4% |
| 1Y | +236.9% | -5.3% | +242.2% | +243.0% |
| 3Y | +987.0% | +363.5% | +623.4% | +453.8% |
| 5Y | +1,014.6% | +858.2% | +156.5% | +293.7% |
| 10Y | +4,609.2% | +862.9% | +3,746.3% | +1,420.7% |
| All | +4,609.2% | +882.2% | +3,727.0% | +1,420.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling