-33.7%
CEG vs MAS
+37.4%
-71.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +1.0% | -2.0% |
| 7D | -9.4% | +4.6% | -14.0% | -10.2% |
| 30D | -20.2% | +19.9% | -40.1% | -23.0% |
| 3M | -9.5% | +8.9% | -18.4% | -11.1% |
| 6M | -25.0% | +20.2% | -45.1% | -28.8% |
| YTD | -31.9% | +33.9% | -65.7% | -38.4% |
| 1Y | -33.7% | +34.7% | -68.3% | -39.8% |
| All | -33.7% | +37.4% | -71.1% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling