+77.2%
CL vs MAS
+219.8%
-142.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.4% | +0.7% |
| 7D | +5.9% | +4.6% | +1.4% | +4.9% |
| 30D | +13.8% | +19.9% | -6.1% | +9.2% |
| 3M | +6.4% | +8.9% | -2.5% | +4.2% |
| 6M | +15.6% | +20.2% | -4.5% | +10.2% |
| YTD | +27.9% | +33.9% | -6.0% | +18.3% |
| 1Y | +31.4% | +34.7% | -3.3% | +21.3% |
| 3Y | +41.4% | +60.4% | -19.0% | +22.6% |
| 5Y | +42.8% | +43.5% | -0.7% | +25.0% |
| All | +77.2% | +219.8% | -142.6% | +26.1% |
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