+33.0%
CAVA vs MAS
+62.6%
-29.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -1.6% | +3.0% | -4.5% | -3.1% |
| 30D | +12.9% | +22.4% | -9.5% | +1.6% |
| 3M | -19.3% | +14.5% | -33.8% | -24.8% |
| 6M | -19.5% | +27.1% | -46.6% | -30.1% |
| YTD | -0.8% | +35.8% | -36.5% | -19.7% |
| 1Y | +20.8% | +39.4% | -18.6% | -3.9% |
| 3Y | +85.7% | +60.3% | +25.4% | +25.9% |
| All | +33.0% | +62.6% | -29.6% | -14.2% |
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