+563.4%
CF vs MAS
+219.8%
+343.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +7.1% |
| 7D | +0.4% | +4.6% | -4.1% | -1.1% |
| 30D | +2.2% | +19.9% | -17.7% | -3.4% |
| 3M | +2.1% | +8.9% | -6.8% | -1.2% |
| 6M | -6.5% | +20.2% | -26.7% | -13.6% |
| YTD | +55.6% | +33.9% | +21.7% | +35.6% |
| 1Y | +42.3% | +34.7% | +7.6% | +23.7% |
| 3Y | +55.7% | +60.4% | -4.6% | +20.3% |
| 5Y | +122.4% | +43.5% | +79.0% | +74.5% |
| All | +563.4% | +219.8% | +343.5% | +208.9% |
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