+611.3%
CAG vs MAS
+1,664.8%
-1,053.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.2% | +3.3% |
| 7D | +11.4% | +4.6% | +6.8% | +10.6% |
| 30D | +16.7% | +19.9% | -3.2% | +13.3% |
| 3M | +4.5% | +8.9% | -4.4% | +3.1% |
| 6M | +13.3% | +20.2% | -6.8% | +9.7% |
| YTD | -4.2% | +33.9% | -38.0% | -9.2% |
| 1Y | -2.9% | +34.7% | -37.6% | -8.1% |
| 3Y | -33.2% | +60.4% | -93.6% | -39.0% |
| 5Y | -38.4% | +43.5% | -81.8% | -43.6% |
| 10Y | -36.4% | +226.7% | -263.1% | -50.0% |
| All | +611.3% | +1,664.8% | -1,053.4% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling