+8.6%
CARR vs MAS
+58.1%
-49.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.5% |
| 7D | -2.3% | +2.0% | -4.3% | -3.4% |
| 30D | -4.4% | +19.4% | -23.7% | -13.7% |
| 3M | -17.8% | +9.4% | -27.2% | -22.2% |
| 6M | -22.2% | +15.3% | -37.6% | -29.0% |
| YTD | +0.7% | +31.3% | -30.6% | -16.1% |
| 1Y | -5.9% | +34.9% | -40.8% | -23.0% |
| 3Y | +8.6% | +58.6% | -50.0% | -22.4% |
| All | +8.6% | +58.1% | -49.6% | -22.4% |
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 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