+110.4%
CB vs MAS
+48.4%
+61.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +1.1% |
| 7D | +5.3% | +14.2% | -8.9% | +2.9% |
| 30D | +13.2% | +26.8% | -13.6% | +8.8% |
| 3M | +7.8% | +13.1% | -5.4% | +5.4% |
| 6M | +15.8% | +27.9% | -12.1% | +10.3% |
| YTD | +21.0% | +38.7% | -17.7% | +12.9% |
| 1Y | +32.2% | +40.4% | -8.2% | +22.9% |
| 3Y | +76.7% | +66.1% | +10.6% | +53.5% |
| 5Y | +110.4% | +47.4% | +62.9% | +90.4% |
| All | +110.4% | +48.4% | +61.9% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling