+228.8%
MU vs CRS
-14.1%
+242.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -1.0% |
| 7D | +12.8% | +4.8% | +8.0% | +10.0% |
| 30D | -14.9% | -23.2% | +8.3% | -2.0% |
| 3M | -18.0% | -45.5% | +27.5% | +16.8% |
| 6M | -3.1% | -33.1% | +30.0% | +28.4% |
| YTD | +172.9% | -7.2% | +180.1% | +210.7% |
| 1Y | +228.8% | -10.0% | +238.9% | +281.7% |
| All | +228.8% | -14.1% | +242.9% | +281.7% |
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 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