+507.8%
CEG vs MAS
+43.5%
+464.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.4% | -8.2% |
| 7D | -4.8% | +14.2% | -19.0% | -8.5% |
| 30D | -8.2% | +26.8% | -35.0% | -14.5% |
| 3M | -7.9% | +13.1% | -21.0% | -11.5% |
| 6M | -23.2% | +27.9% | -51.2% | -29.4% |
| YTD | -30.1% | +38.7% | -68.8% | -38.0% |
| 1Y | -31.9% | +40.4% | -72.3% | -39.8% |
| 3Y | +114.0% | +66.1% | +47.9% | +71.8% |
| All | +507.8% | +43.5% | +464.3% | +435.3% |
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