+2.0%
MU vs CRS
-28.2%
+30.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +10.0% |
| 7D | +2.0% | +4.4% | -2.3% | -0.6% |
| 30D | -18.0% | -19.1% | +1.2% | -4.1% |
| 3M | -6.6% | -43.2% | +36.7% | +62.3% |
| 6M | +2.0% | -28.9% | +30.9% | +13.5% |
| All | +2.0% | -28.2% | +30.2% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling