-36.0%
CAG vs MAS
+59.7%
-95.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.3% | +3.0% | -6.3% | -4.0% |
| 30D | +7.7% | +22.4% | -14.7% | +3.0% |
| 3M | -3.2% | +14.5% | -17.7% | -6.1% |
| 6M | +7.0% | +27.1% | -20.2% | +1.1% |
| YTD | -9.0% | +35.8% | -44.7% | -15.7% |
| 1Y | -9.6% | +39.4% | -49.0% | -16.7% |
| 3Y | -36.0% | +60.3% | -96.3% | -42.5% |
| All | -36.0% | +59.7% | -95.7% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling