-10.7%
CMG vs MAS
+1.6%
-12.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -2.8% | -0.8% | -2.1% | -2.7% |
| 30D | +7.1% | -5.6% | +12.7% | +8.3% |
| 3M | +31.2% | +4.4% | +26.7% | +28.3% |
| 6M | +0.7% | +7.2% | -6.5% | -3.0% |
| YTD | -0.1% | +16.1% | -16.2% | -8.8% |
| 1Y | -10.7% | +0.1% | -10.8% | -17.2% |
| All | -10.7% | +1.6% | -12.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling