+323.8%
CFG vs MAS
+137.9%
+185.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | +1.5% | -0.8% | +2.3% | +2.0% |
| 30D | -3.8% | -5.6% | +1.7% | -0.8% |
| 3M | +11.5% | +4.4% | +7.0% | +7.2% |
| 6M | +19.2% | +7.2% | +12.0% | +11.5% |
| YTD | +23.7% | +16.1% | +7.6% | +9.2% |
| 1Y | +38.8% | +0.1% | +38.8% | +33.8% |
| 3Y | +178.9% | +28.3% | +150.6% | +125.0% |
| 5Y | +101.8% | +30.5% | +71.3% | +56.5% |
| All | +323.8% | +137.9% | +185.9% | +124.0% |
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