+64.0%
CFG vs MAS
+41.7%
+22.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -1.3% |
| 7D | -2.2% | +4.6% | -6.7% | -4.5% |
| 30D | +0.4% | +19.9% | -19.5% | -9.0% |
| 3M | -12.6% | +8.9% | -21.5% | -16.9% |
| 6M | +0.6% | +20.2% | -19.5% | -10.3% |
| YTD | +12.4% | +33.9% | -21.4% | -7.5% |
| 1Y | +27.7% | +34.7% | -7.0% | +4.6% |
| 3Y | +172.4% | +60.4% | +112.0% | +95.3% |
| 5Y | +64.0% | +43.5% | +20.5% | +21.3% |
| All | +64.0% | +41.7% | +22.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling