+5,439.0%
CL vs MAS
+1,727.7%
+3,711.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.6% | -2.4% | +2.3% |
| 7D | +7.7% | +14.2% | -6.5% | +5.3% |
| 30D | +15.2% | +26.8% | -11.6% | +10.6% |
| 3M | +7.3% | +13.1% | -5.8% | +5.0% |
| 6M | +17.0% | +27.9% | -10.9% | +11.7% |
| YTD | +28.0% | +38.7% | -10.7% | +20.1% |
| 1Y | +32.1% | +40.4% | -8.3% | +23.6% |
| 3Y | +41.5% | +66.1% | -24.6% | +27.1% |
| 5Y | +43.9% | +47.4% | -3.5% | +30.1% |
| 10Y | +79.8% | +238.3% | -158.6% | +38.7% |
| All | +5,439.0% | +1,727.7% | +3,711.3% | +2,748.1% |
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 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