+362.4%
CFG vs MAS
+325.2%
+37.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +11.5% | +4.4% | +7.0% | +7.3% |
| 6M | +19.2% | +7.2% | +12.0% | +11.8% |
| YTD | +23.7% | +16.1% | +7.6% | +9.8% |
| 1Y | +38.8% | +0.1% | +38.8% | +34.1% |
| 3Y | +178.9% | +28.3% | +150.6% | +127.8% |
| 5Y | +101.8% | +30.5% | +71.3% | +58.9% |
| 10Y | +317.3% | +139.1% | +178.1% | +128.5% |
| All | +362.4% | +325.2% | +37.1% | +107.0% |
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 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