-2.4%
CAG vs MAS
+32.0%
-34.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | +5.8% | +2.0% | +3.9% | +5.2% |
| 30D | +16.4% | +19.4% | -3.0% | +11.6% |
| 3M | +3.8% | +9.4% | -5.6% | +1.4% |
| 6M | +10.8% | +15.3% | -4.5% | +6.8% |
| YTD | -5.8% | +31.3% | -37.1% | -14.8% |
| 1Y | -2.4% | +34.9% | -37.2% | -12.8% |
| All | -2.4% | +32.0% | -34.4% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling