-5.5%
CARR vs MAS
+40.8%
-46.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | -0.3% |
| 7D | -3.3% | +3.3% | -6.6% | -4.9% |
| 30D | -3.6% | +25.5% | -29.1% | -14.1% |
| 3M | -16.3% | +11.8% | -28.1% | -21.0% |
| 6M | -19.6% | +21.3% | -40.9% | -27.7% |
| YTD | +2.5% | +37.7% | -35.2% | -16.3% |
| All | -5.5% | +40.8% | -46.3% | -24.9% |
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