+7,312.5%
CB vs MAS
+1,102.7%
+6,209.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +0.5% |
| 7D | +5.3% | +14.2% | -8.9% | +1.3% |
| 30D | +13.2% | +26.8% | -13.6% | +5.7% |
| 3M | +7.8% | +13.1% | -5.4% | +3.7% |
| 6M | +15.8% | +27.9% | -12.1% | +6.7% |
| YTD | +21.0% | +38.7% | -17.7% | +7.9% |
| 1Y | +32.2% | +40.4% | -8.2% | +17.3% |
| 3Y | +76.7% | +66.1% | +10.6% | +45.3% |
| 5Y | +110.4% | +47.4% | +62.9% | +75.4% |
| 10Y | +261.0% | +238.3% | +22.6% | +129.4% |
| All | +7,312.5% | +1,102.7% | +6,209.8% | +2,747.6% |
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