+1,319.3%
MU vs CRS
+1,394.1%
-74.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.1% |
| 7D | +7.2% | -3.1% | +10.2% | +8.6% |
| 30D | +14.0% | -19.6% | +33.6% | +25.1% |
| 3M | +5.4% | -8.1% | +13.5% | +10.1% |
| 6M | +170.3% | +18.6% | +151.7% | +154.5% |
| YTD | +250.7% | +45.9% | +204.8% | +201.9% |
| 1Y | +662.1% | +82.5% | +579.6% | +494.5% |
| 3Y | +1,341.2% | +648.9% | +692.3% | +551.6% |
| 5Y | +1,319.3% | +1,438.1% | -118.8% | +362.7% |
| All | +1,319.3% | +1,394.1% | -74.8% | +362.7% |
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 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