+6,646.7%
CB vs MAS
+907.1%
+5,739.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | +0.5% | -0.8% | +1.2% | +0.7% |
| 30D | -3.1% | -5.6% | +2.5% | -1.6% |
| 3M | +9.0% | +4.4% | +4.5% | +6.7% |
| 6M | +2.9% | +7.2% | -4.3% | -0.7% |
| YTD | +10.1% | +16.1% | -6.0% | +3.5% |
| 1Y | +22.8% | +0.1% | +22.7% | +20.1% |
| 3Y | +73.8% | +28.3% | +45.5% | +54.0% |
| 5Y | +99.2% | +30.5% | +68.7% | +72.0% |
| 10Y | +218.2% | +139.1% | +79.1% | +123.1% |
| All | +6,646.7% | +907.1% | +5,739.6% | +2,631.7% |
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 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