-36.7%
CAG vs MAS
+137.9%
-174.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -3.8% | -0.8% | -3.0% | -3.7% |
| 30D | +3.1% | -5.6% | +8.7% | +4.2% |
| 3M | +23.5% | +4.4% | +19.0% | +22.1% |
| 6M | -14.8% | +7.2% | -22.0% | -16.5% |
| YTD | -5.4% | +16.1% | -21.5% | -8.8% |
| 1Y | -11.8% | +0.1% | -11.9% | -12.6% |
| 3Y | -36.7% | +28.3% | -65.0% | -40.6% |
| 5Y | -40.3% | +30.5% | -70.7% | -45.1% |
| All | -36.7% | +137.9% | -174.6% | -47.7% |
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