+94.4%
CAVA vs MAS
+59.6%
+34.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.6% |
| 30D | +12.6% | +23.8% | -11.2% | +1.4% |
| 3M | -1.9% | +14.4% | -16.4% | -8.4% |
| 6M | -23.9% | +19.7% | -43.7% | -31.3% |
| YTD | +2.9% | +36.0% | -33.1% | -15.8% |
| 1Y | +21.6% | +40.4% | -18.7% | -2.5% |
| 3Y | +94.4% | +58.9% | +35.4% | +43.7% |
| All | +94.4% | +59.6% | +34.8% | +43.7% |
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