-34.2%
CAG vs MAS
+219.2%
-253.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.6% | +3.6% | +3.1% | +5.9% |
| 30D | +13.9% | +23.8% | -9.9% | +9.3% |
| 3M | +4.0% | +14.4% | -10.4% | +1.3% |
| 6M | +10.0% | +19.7% | -9.8% | +5.8% |
| YTD | -6.1% | +36.0% | -42.1% | -12.2% |
| 1Y | -4.3% | +40.4% | -44.7% | -11.1% |
| 3Y | -34.6% | +58.9% | -93.5% | -41.1% |
| 5Y | -39.4% | +44.5% | -84.0% | -45.4% |
| 10Y | -34.2% | +214.8% | -248.9% | -48.5% |
| All | -34.2% | +219.2% | -253.4% | -48.5% |
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