+377.4%
CARR vs MAS
+177.5%
+199.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -0.7% |
| 7D | -2.3% | +2.4% | -4.7% | -3.7% |
| 30D | -4.4% | +19.8% | -24.2% | -14.2% |
| 3M | -17.8% | +9.8% | -27.6% | -22.6% |
| 6M | -22.2% | +15.8% | -38.0% | -29.3% |
| YTD | +0.7% | +31.8% | -31.1% | -16.3% |
| 1Y | -5.9% | +35.4% | -41.3% | -23.1% |
| 3Y | +8.6% | +59.2% | -50.6% | -20.6% |
| 5Y | +6.7% | +41.2% | -34.5% | -18.5% |
| All | +377.4% | +177.5% | +199.9% | +197.4% |
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