+383.2%
CARR vs MAS
+186.2%
+197.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | -4.3% | +3.6% | -7.8% | -6.3% |
| 30D | -4.2% | +23.8% | -28.0% | -15.6% |
| 3M | -16.1% | +14.4% | -30.5% | -22.8% |
| 6M | -20.1% | +19.7% | -39.8% | -28.8% |
| YTD | +1.9% | +36.0% | -34.0% | -16.8% |
| 1Y | -6.1% | +40.4% | -46.4% | -24.8% |
| 3Y | +7.3% | +58.9% | -51.7% | -21.5% |
| 5Y | +4.4% | +44.5% | -40.2% | -21.4% |
| All | +383.2% | +186.2% | +197.0% | +195.6% |
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