+35.1%
CAVA vs MAS
+57.3%
-22.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.4% |
| 7D | +0.7% | +2.0% | -1.3% | -0.3% |
| 30D | +13.6% | +19.4% | -5.8% | +3.6% |
| 3M | -4.9% | +9.4% | -14.4% | -9.5% |
| 6M | -33.9% | +15.3% | -49.2% | -39.5% |
| YTD | +0.8% | +31.3% | -30.5% | -17.0% |
| 1Y | +27.0% | +34.9% | -7.9% | +2.8% |
| 3Y | +73.1% | +58.6% | +14.5% | +16.6% |
| All | +35.1% | +57.3% | -22.2% | -11.3% |
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