+577.4%
CF vs MAS
+137.9%
+439.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.8% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | +14.8% | -5.6% | +20.4% | +16.4% |
| 3M | +14.1% | +4.4% | +9.6% | +10.8% |
| 6M | +28.5% | +7.2% | +21.3% | +21.8% |
| YTD | +74.9% | +16.1% | +58.8% | +60.0% |
| 1Y | +61.7% | +0.1% | +61.6% | +56.0% |
| 3Y | +80.3% | +28.3% | +52.0% | +51.3% |
| 5Y | +226.0% | +30.5% | +195.5% | +160.5% |
| All | +577.4% | +137.9% | +439.5% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling