+441.9%
CARR vs MAS
+144.4%
+297.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | 0.0% |
| 7D | +1.6% | -0.8% | +2.3% | +2.0% |
| 30D | -8.7% | -5.6% | -3.2% | -5.8% |
| 3M | -12.6% | +4.4% | -17.0% | -15.2% |
| 6M | -1.5% | +7.2% | -8.7% | -6.7% |
| YTD | +14.3% | +16.1% | -1.8% | +2.7% |
| 1Y | -4.6% | +0.1% | -4.7% | -6.7% |
| 3Y | +7.3% | +28.3% | -21.0% | -10.7% |
| 5Y | +11.6% | +30.5% | -18.8% | -9.9% |
| All | +441.9% | +144.4% | +297.5% | +264.9% |
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 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