+893.4%
MU vs CRS
+855.4%
+38.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.7% | -3.5% | +2.0% |
| 7D | -12.0% | +4.9% | -17.0% | -13.6% |
| 30D | -28.7% | -20.8% | -7.9% | -21.9% |
| 3M | -16.4% | -46.4% | +30.0% | +8.4% |
| 6M | -1.8% | -28.6% | +26.8% | +14.6% |
| YTD | +157.1% | -2.8% | +159.9% | +161.2% |
| 1Y | +208.5% | -6.7% | +215.2% | +219.2% |
| 3Y | +906.2% | +368.0% | +538.1% | +450.4% |
| 5Y | +893.4% | +852.9% | +40.5% | +279.9% |
| All | +893.4% | +855.4% | +38.0% | +279.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling