+599.3%
MU vs CRS
+81.8%
+517.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.8% |
| 7D | +2.0% | -4.1% | +6.1% | +4.3% |
| 30D | +12.5% | -16.6% | +29.1% | +23.2% |
| 3M | +9.6% | -14.3% | +23.9% | +20.8% |
| 6M | +142.6% | +11.6% | +131.0% | +141.7% |
| YTD | +242.7% | +42.6% | +200.1% | +217.3% |
| 1Y | +599.3% | +81.8% | +517.5% | +530.1% |
| All | +599.3% | +81.8% | +517.4% | +530.1% |
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