-39.0%
CAG vs MAS
+230.1%
-269.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.5% |
| 7D | +4.6% | +3.3% | +1.3% | +3.9% |
| 30D | +14.7% | +25.5% | -10.8% | +9.8% |
| 3M | +2.4% | +11.8% | -9.4% | +0.1% |
| 6M | +10.7% | +21.3% | -10.6% | +6.3% |
| YTD | -5.5% | +37.7% | -43.3% | -11.8% |
| 1Y | -4.6% | +41.0% | -45.6% | -11.4% |
| 3Y | -34.4% | +63.0% | -97.4% | -41.3% |
| 5Y | -39.2% | +44.1% | -83.3% | -45.0% |
| 10Y | -39.0% | +224.3% | -263.2% | -51.2% |
| All | -39.0% | +230.1% | -269.1% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling